Topics covered on the Final:

--Basic probability: Discrete and Continuous random variables, distributions, moments
--Modes of convergence, laws of large numbers
--Gaussian processes
--Stationary processes
--DT, CT Markov chains: classification of states, stationary distributions,
hitting time and absorption problems
--Poisson Processes
--Conditional expectation. Examples of martingales

The exam will consist of several questions on these concepts.
You are expected to understand and be able to use the concepts.
You are not expected to memorize proofs of theorems presented in class.

Closed books, 2 pages of notes allowed (two one-sided pages or front and back of one page).