Introduction to Stochastic Processes: Math 597/697
Meeting : MWF 11:15 LGRC A205
Instructor : Luc Rey-Bellet
Office : 1423 J LGRT
Phone : 545-6020
E-Mail : email@example.com
Office Hours : Monday 1:30--3:00, Wednesday 1:30--3:00, or by appointment.
Text: Introduction to Probability Models, 8-th Edition, by Sheldon M. Ross, Academic Press.
Syllabus: This course is nonmeasure theoretic introduction to stochastic processes. As such it assumes only a knowledge of calculus and elementary probability. We emphasize examples and applications from various disciplines. Goals of the the course are to present some general aspects of the theory and to develop probabilistic thinking and intuition.
Homework #1 (due on Wednesday 09/17):   HW#1 PDF file
Homework #2 (due on Wednesday 10/01):   HW#2 PDF file
Homework #3 (due on Friday 10/17):           HW#3 PDF file
Homework #4 (due on Wednesday 11/12):   HW#4 PDF file
Homework #5 (due on Wednesday 12/03):   HW#5 PDF file
Homework #6 (due on Friday 12/12):           HW#6 PDF file