Part III: Random Processes

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 Buy at Amazon 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
Lecture 21: The Bernoulli Process

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Lecture 21 Slides (PDF - 1.7MB)

Lecture 21 Slides Annotated (PDF - 1.3MB)
Lecture 22: The Poisson Process Part I

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This resource may not render correctly in a screen reader.Lecture 22 Slides (PDF - 4.6MB)

Lecture 22 Slides Annotated (PDF - 1.5MB)
Lecture 23: The Poisson Process Part II

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This resource may not render correctly in a screen reader.Lecture 23 Slides (PDF - 3.0MB)

Lecture 23 Slides Annotated (PDF - 1.2MB)
Lecture 24: Finite-State Markov Chains

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Lecture 24 Slides (PDF)

Lecture 24 Slides Annotated (PDF)
Lecture 25: Steady–State Behavior of Markov Chains

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Lecture 25 Slides (PDF)

Lecture 25 Slides Annotated (PDF - 1.2MB)
Lecture 26: Absorption Probabilities and Expected Time to Absorption

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Lecture 26 Slides (PDF - 1.1MB)

Lecture 26 Slides Annotated (PDF - 1.2MB)