Stochastic Processes and Their Applications
Spring 2008 - Miscellaneous Links and Files
 

Usefull Mathematica Demonstrations (you can download the "Player" for free):

• http://demonstrations.wolfram.com/TransitionMatricesOfMarkovChains

• http://demonstrations.wolfram.com/FiniteStateDiscreteTimeMarkovChains

• http://demonstrations.wolfram.com/ATwoStateDiscreteTimeMarkovChain

Other demonstration software:

• Page of author of Orstat2000 software, Henk Tijms, has link to software download.  (This was used in the first lecture for queue demonstration).

Other stuff:

• Link to Yuval Nov's R course - has very useful lecture slides.