In winter of 2023, I was a [TEAM mentor](https://www.mcgill.ca/tpulse/tomlinson-engagement-award-mentoring-team) for MATH 447, [Stochastic Processes](https://www.mcgill.ca/study/2023-2024/courses/math-447), which was taught by Louigi Addario-Berry. I published weekly problem sets with worked solutions. Some feedback: - "I find them really handy both during the course and now at the end for revising" - "They’re really clear and helpful!" - "Thank you for making the worked examples documents all semester, as they have been helpful to study from". Many of the problems and solution ideas are due to Robert P. Dobrow's book *Introduction to Stochastic Processes with R*. I take no credit for originality, although the solutions were all written by me, if not the problems. Much thanks goes to Louigi for carefully reading and correcting my problem sets each week, as well as the students for enthusiastically participating in the course. Problem sets: - [[447-problemset1.pdf|1: Basic Review of Conditional Probability]] - [[447-worked-examples2.pdf|2: Markov Chains]] - [[worked-examples-3.pdf|3: Long-Term Behaviour of Time-Homogenous Markov Chains]] - [[447-worked-examples-4.pdf|4: Time-Reversibility and Hitting Times]] - [[447-worked-examples-5.pdf|5: Metropolis-Hastings and Branching Processes]] - [[447-worked-examples-6.pdf|6: Poisson Processes]] - [[worked-examples-7.pdf|7: Continuous-Time Markov Chains]] - [[447-worked-examples-8.pdf|8: Long-Term Behaviour and Birth-and-Death Processes]]