The videos in Part III provide an introduction to both classical statistical methods and to random processes (Poisson processes and Markov chains).
The textbook for this subject is Bertsekas, Dimitri, and John Tsitsiklis. Introduction to Probability. 2nd ed. Athena Scientific, 2008. ISBN: 9781886529236.
The authors have made this Selected Summary Material (PDF) available for OCW users.
L = Lecture Content
S = Supplemental Content
SES # & TOPICS | SLIDES |
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Lecture 21: The Bernoulli Process | |
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Lecture 22: The Poisson Process Part I | |
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Lecture 23: The Poisson Process Part II | |
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Lecture 24: Finite-State Markov Chains | |
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Lecture 25: Steady–State Behavior of Markov Chains | |
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Lecture 26: Absorption Probabilities and Expected Time to Absorption | |
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