## Applied Stochastic Processes

Spring 2008

Instructor: KARIN REINHOLD

Office: ES 123 A

Office Hrs: MWF 10:30-11:30 or by appointment or by e-mail
TEXT:

*Intorduction to Probability Models*, Sheldon Ross.
Academic Press.

**Course Description:**

In this course we'll study classical stochastic processes: Markov Chains,
Poisson Process, Brownian motion and basic simulation techniques. If time
allows we'll also study queueing theory. Prerequisit: a basic probability course (MAT 367
or equivalent). We'll start by introducing continuous random variables and
then we'll get into discrete and continuous stochastic process.

We will have four exams each worth 25% of your grade. In order to pass the
course, you need to obtain an average of 50% or more and not obtain grades
below 30%. I will also assign projects worth 20% of your grade.

As a requisite, you need to become familiar with Blackboard. Familiriaty
with Maple will be useful for simulations.

EXAM DATES:

EXAM 1: Wed Feb 13

EXAM 2: Mon Mar 10

EXAM 3: Fri Apr 11

EXAM 4: Mon May 5