Maria K. Cameron

University of Maryland, Department of Mathematics

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MATH858D: Stochastic Methods with Applications

Lecture notes and HWs are for Spring 2019

The goal of this course is to give an introduction to stochastic methods for the analysis and the study of complex physical, chemical, and biological systems, and their mathematical foundations.

Basic concepts of Probability

Lecture notes: prob_basic_concepts.pdf, sampling.pdf
Homework: HW1 , HW2
Markov Chains
Lecture notes: markov_chains.pdf
Homework: HW3, HW4, HW5, MakeRandomGraph.m, HW6,
An introduction to data analysis
Codes: -- coes mimic those from [1]
Lecture notes: data_analysis.pdf
Homework: HW7, SubjSim12countries.mat, MakeSprial.m
Brownian Motion
Lecture notes: HW8, HW9, HW10
An Introduction into the Large Deviation Theory
Lecture notes: LDT.pdf
Codes: Paths﹠ - MATLAB codes for finging transition paths and trasition states
Take-home final