STAT 521 (Applied Stochastic Processes)

Spring 2017

Instructor

David Hitchcock, associate professor of statistics

Syllabus

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
Phone: 777-5346
E-mail: hitchcock@stat.sc.edu

Class Meeting Time

MWF, 1:10 pm - 2:00 pm, Close-Hipp Building 351

Current Textbook

Introduction to Probability Models (11th Edition), by Sheldon M. Ross, Academic Press, 2014.

Course Description

521—Applied 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.

Course Notes

You are encouraged to print out these notes ahead of time and bring them to class.

Homework

Homework Solutions

Downloading Instructions for R

R Code for Class Examples

Formula Sheets

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).

Review Sheets

Exam Solutions

Exams