✏️ Information
In this topic we study discrete time Stochastic Processes, countable sequences of random variables indexed in time. The material covered in these notes was prepareed during my time working as a teaching assistant under both Prof. Tomoyuki Ichiba and Prof. Vellaisamy Palaniappan for their respective versions of the PSTAT160A Stochastic Processes course at UC Santa Barbara.
📚 Material
My online lecture notes for this course can be found here.
Below are links to documents I have prepared for my past sections as well as a collection of additional exercise sheets covering similar questions to those covered in past assignments and exams. These documents can also be found in the respective course pages on my GitHub.
Past Teaching Material
- PSTAT160A Fall 2025 (Prof. Tomoyuki Ichiba)
- PSTAT160A Winter 2026 (Prof. Vellaisamy Palaniappan)
🙏 Thanks!
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