General | Syllabus |

Homeworks and Exams | |

Probability | Basics of Probability Theory |

Random Variables and Random Vectors | |

Expectation of R.V.'s | |

Some Standard Random Variables | |

Functions of a R.V. - Transformations | |

Inequalities and Limit Theorems | |

Stochastic Processes | Introduction |

Poisson Process and Renewal Theory | Poisson Process |

Generalizations of the Poisson Process | |

Renewal Theory | |

Markov Chains and Markov Processes | Discrete - time Markov Chains |

Examples of Discrete-time Markov Chains | |

Continuous-time Markov Chains | |

Other Stochastic Processes | Martingales |

Brownian Motion | |

Stochastic Differential Equations | |

Stationary Processes and Ergodic Theory | |

Simulation and R | Introduction to R |

A list of useful R commands | |

Generating Random Variables | Basic Methods and The Accept-Reject Algorithm |

MCMC - Markov Chain Monte Carlo |