Course information: syllabus, office hrs and exam times.

Course notes:
Review of probability
The Poisson process
Renewal Theory
Markov Chains
Continuous-time Markov Chains
Martingales
Random walks
Notes for 20 November
Brownian motion and diffusion processes


Midterm exam: information
Fall 2012 midterm exam, with solutions
Fall 2011 midterm exam, with solutions
Fall 2010 midterm exam, with solutions
Fall 2009 midterm exam, with solutions

Final exam: information
Fall 2012 Final exam, with solutions
Fall 2011 Final exam, with solutions
Fall 2010 Final exam, with solutions
Fall 2009 Final exam, with solutions

Applied Probability PhD qualifying exam questions:
Applied Probability qualifying exam questions, Summer 2012, with solutions
Applied Probability qualifying exam questions, Summer 2011, with solutions
Applied Probability qualifying exam questions, Summer 2010, with solutions
Applied Probability qualifying exam questions, Summer 2009, with solutions
Applied Probability qualifying exam questions, Summer 2008, with solutions