✏️ 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.
✍️ Notes
- Probability Theory
- Generating Functions
- Markov Chains
- Random Walks
- Branching Processes
- Markov Chain Monte Carlo (MCMC) Methods
- Poisson Processes
📚 Materials
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!
If you found any of this material helpful consider buying me a coffee but only if you can afford to! Thank you for visiting this course page. 😊