Applied Stochastic Processes
Spring 2008

Office: ES 123 A
Office Hrs: MWF 10:30-11:30 or by appointment or by e-mail


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.