STAT 521 (Applied Stochastic Processes)
David Hitchcock, associate professor of statistics
Syllabus: (Word document) or (pdf document)
Office Hours -- Spring 2017
Mon 2:15-3:15 pm, Tues 2:00-3:00 pm, Wed 2:15-3:15 pm, Thurs 1:45-2:45 pm, or please feel free to make an appointment to see me at other times.
Office: 209A LeConte College
Class Meeting Time
MWF, 1:10 pm - 2:00 pm, Close-Hipp Building 351
Introduction to Probability Models (11th Edition), by Sheldon M. Ross, Academic Press, 2014.
521Applied Stochastic Processes (3) (Prereq: A grade of C or better in STAT 511 or MATH 511)
An introduction to stochastic processes, including conditional probability, Markov chains, Poisson processes, and Brownian motion. Incorporates simulation and applications to actuarial science.
You are encouraged to print out these notes ahead of time and bring them to class.
Downloading Instructions for R
R Code for Class Examples
You may bring to the first exam one standard-sized sheet of paper with anything you want written on it (for example, you should write any formulas you may need).
You may bring to the second exam one standard-sized sheet of paper with anything you want written on it (for example, you should write any formulas you may need).
You may bring to the final exam THREE standard-sized sheets of paper with anything you want written on them (for example, you should write any formulas you may need).
- Final Exam: Friday, April 28 - 12:30 p.m.