I shall keep this website always updated and active for the course SI404 for the semester January- May, 2022. Please note that the permission of this website is restricted. So anyone with the link may not be able to view this website without permission and may not be available after the semester.
As it is difficult to avail the library facility, I will provide detailed notes, slides and other necessary course materials on this website. But please remember that there are several good books written on this topic and notes available online. The notes could be considered to be an alternative to books but not the ultimate reference as they may contain errors sometimes. So I encourage each and every student to look at their favorite book on stochastic process and try to understand and solve the problems yourself. This will really help you to understand and learn the stochastic processes much better.
Course materials:
Video lecture (duration 1:30- 1:45 hours per week).
Lecture notes will be updated. Please check the website for the most recent version. The date of update will always be mentioned in braces. Check it before download.
The proofs and the computation will be provided via a scanned copy of the hand written notes. So that you also have an idea on notations to be used in the answer script.
There will be 4 discussion rooms every week (45 minutes). I will provide the link for the discussion rooms. Here we shall interact and discuss interesting questions. Please remember that the discussions will be very much specific on the content and syllabus oriented. The class will be divided into four groups. I expect the members to attend the meeting every week with the group. Please let me know over email if it is not possible for any of you to attend a specific meeting.
There will be assignments. I will mention the due date for submission after uploading it. Some of the assignments will be evaluated and some of them will not be. If no date is mentioned, you do not need to submit the assignment. You are always welcome to send me some computation related to the course or solution of an exercise. I will check them and share my opinion.
User’s guide for the materials:
Everybody has his own way to see things. So it is not possible for me to provide a generic protocol for this purpose. Keeping in mind that we are new to the online system due to the strange COVID situation, I will prescribe you to do the following.
Listen to the video lecture (consume 1.30 hour).
Take notes in the notebook (this will save you in case there is no internet during examination).
Look at the lecture notes. Go through the definitions and theorems. Note down the critical issues for you. If a part of the definition or statement of a theorem feels difficult, make a note of it. (please note it somewhere in the notebook with a pen in detailed mathematical expressions. Please avoid highlighting or underlining in the lecture notes or noting the time stamp ion video.)
Go back to the video lecture. Listen to it again with special attention to the explanation to those definitions and statements. Try to grasp the main concepts connecting multiple facts. If the concept is still not clear, then look at the examples. Try to understand them through the examples. Then try to think about a general situation and hence the statement of the theorem.
When you are listening to the lecture for the second time, try to differentiate between the facts and the concepts. I will mention it sometimes and leave it to you for the most of the time. After the second time listening to the video lecture, the concepts must be clear. If not, then note down precisely your query and question. Send it to me over email (I will try to think about it) or you can raise the question at the discussion room. But my request to you is to be precise. Please try to avoid the time stamp at the video or reference number of theorem or definition in the lecture notes, so that everybody can participate.
After the course, it is expected that you will develop a skill to think about any problem independently. I do not expect that you remember some facts and statements and this why the exams will be open notes. I encourage you to focus mainly on the concepts. The terminology and facts are important to write down the concepts properly. So please focus on understanding the concepts. Once the concepts are clear, please look at the proof of the statement which will be provided via hand-written note. Again, spend some time on the proof, there could be multiple facts used to get an identity. Try to write them down separately in your notebook. At least try twice to read the proofs. If there is any issue, please inform me over email before the group discussion.
Finally, to practice the concepts and enhance problem solving skill, there will be assignment problems. Try to solve them yourself without discussing with your friends. You are welcome to discuss it with me unless the problem will be evaluated.
Please read some other books on the topic if you like it. There are hundreds of books on stochastic processes. Please choose your favourite one and enjoy reading and learning it.