Stat/Math 416 
Stochastic Modeling 
Spring 98

Course prerequisites
Stat 318 or 414; Math 230.
Instructor:
Bruce Lindsay, Professor; 422B Classroom Bldg; 865-1220;
email: bgl@psu.edu
Class Time and Location:
M,W, F from 1:25-2:15pm in 220 Thomas Building.
Teaching Assistant:
Chanseok Park, Room 418 Thomas Building, 865-3230/863-8677,
email: cspark@stat.psu.edu
Office Hours: By appointment, and
 
Monday Park, 11:15-12:05, BGL, 2:15-2:30 (quick questions after class)
Wednesday Park, 11:15-12:05, BGL, 2:15-2:30 (ditto)
Thursday Park: 12:30-1:30, BGL: 1:30-300
Textbook:
Intro. to Probability Models, 6th edition, by Ross
Material:
After a quick review of basic probability concepts (chapters 1 and 2), we will intensively study conditional probability (ch. 3), Markov Chains (4), the Poisson process (5), and continuous-time Markov chains (6), as time allows.

The material is fun, but requires a certain amount of cleverness at solving story problems.

Grading and Exams:
There will be weekly assignments, due on the Friday immediately following their assignment. The book has solutions to all starred exercises in an Appendix, so you need only turn in the non-starred exercises, unless you wish the assistant or myself to explain some point.

There will be in-class midterm exams on

and a somewhat comprehensive final ( final conflict filing period is 3/16-20). They will count toward the grade as follows.
Assignments 10%
Midterms 25% each
Final 40%

Homework

The first reading assignment is Chapter 1. The homework exercises will be given in class, and will not be due until a week from Friday. Only turn in the non-starred problems.
 
 

Jun 1/13/1998