Program
Renewal process and random walk
Student No.:20
Time:Tue & Thu 15:20-16:55, Jul.3-12, Jul.24-Aug.16
Instructor:陈昕昕 Chen Xinxin  
Place:Conference Room 1, Jin Chun Yuan West Bldg.
Starting Date:2018-7-2
Ending Date:2018-8-14

Description:
0. The basic results of real valued random walk with i.i.d. increments
1. Renewal process: definition and examples
2. Renewal theorems
3. Random walk and its ladder processes
4. Special case: skip-free random walk



Prerequisite:

Probability theory, Markov chain.



Reference:

[1] Gut, A. Stopped random walks. Springer, 2nd edition;
[2] Brown, M. Pekoz, E. A. and Ross, S. M. Some results for skip-free random walk.