Planned topics from Ross

Week 1. Probability Theory, Chapter 1

Week 2. More Probability Theory, Chapter 1 continued

Week 3. The Poisson Process, Chapter 2

Other topics for this term:

• Renewal theory, Chapter 3

• Discrete-time Markov chains, Chapter 4

• Continuous-time Markov chains, Chapter 5

Possible Other topics for this term:

• stochastic order relations, Chapter 9

• Poisson approximations, Chapter 10

Topics for the spring term:

• martingales

• Brownian motion