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Statistics 25300/31700, Winter 2013 Introduction to Probability Models — An introduction to applied stochastic processes Time: MWF 11:30-12:20 am, Eck133 Prerequisites: Equivalent of STAT24400 or STAT25100 or Consent of Instructor People Role Instructor CA Name Yibi Huang Rishideep Roy Office Eck104A Ryerson N375 Telephone 834-1024 834-3393 E-mail [email protected] [email protected] Office Hours Day Time Room By Tuesday 4:30-5:30pm Eck117 Mengyu Xu Wednesday 4-5pm Eck104A Yibi Huang Thursday 4:30-5:30pm Eck117 Ang Li More appointments available upon request Type Office Hour Office Hour Office Hour Textbook Introduction to Probability Models (2010, 10th edition) by S. Ross. Other Commonly Used Textbooks (a partial list; recommended but not required) • An Introduction to Probability Theory and Its Applications, (Wiley, 1968, 3rd ed.) by W. Feller • An Introduction to Stochastic Modeling, (1998, 3rd ed.) by Karlin and Taylor • Introduction to Stochastic Processes, (Chapman & Hall, 2006, 2nd ed.) by G. Lawler • Stochastic Processes, (1995, 2nd ed.) by S. Ross. Course Outline This course introduces stochastic processes as models for a variety of phenomena in sciences. Following a brief review of basic concepts in probability the course will introduce stochastic processes that are popular in scientific applications, such as discrete time Markov chains, the Poisson process, continuous time Markov processes, renewal processes, queuing models, and Brownian motion. Grade Components • Daily Homework (40%) • Midterm (30%) — Friday, Feb. 8, 4-6pm in Eck133 • Final (30%) — Monday, Mar. 18, 10:30-1:30pm in Eck133 1 Homework Policy • • • • • Due 7 days from the day it is assigned, in class Resubmission is welcomed, can get 50% of the points back Late homework within one week will be taken 50% off Late homework beyond one week will NOT be accepted The course assistant will be available during his office hours (or by appointment) to discuss questions you may have about the homework. • Homework should be handed in stapled with – your name, – date, and – Stat253 or Stat317 clearly marked • Collaboration: Discussion is allowed but you should write your homework independently 2
