Spring 2019 - STAT 380 D100
Introduction to Stochastic Processes (3)
Class Number: 3440
Delivery Method: In Person
Course Times + Location:
Mo, We 9:30 AM – 10:20 AM
AQ 5016, Burnaby
Fr 9:30 AM – 10:20 AM
AQ 5016, Burnaby
Exam Times + Location:
Apr 13, 2019
3:30 PM – 6:30 PM
Prerequisites:STAT 330, or all of: STAT 285, MATH 208W, and MATH 251.
Review of discrete and continuous probability models and relationships between them. Exploration of conditioning and conditional expectation. Markov chains. Random walks. Continuous time processes. Poisson process. Markov processes. Gaussian processes. Quantitative.
- Review: Chapters 1,2,3
- Discrete Time Markov Chains
- Poisson Processes
- Continuous Time Markov Chains
- Some applications
Students should feel comfortable in some programming environment, such as R.
- Assignments 25%
- Midterm 25%
- Final Exam 50%
Above grading is subject to change.
Introduction to Probability Models (11th Edition) by: S.M. Ross. Publisher: Academic Pres
Department Undergraduate Notes:
Students with Disabilites:
Students requiring accommodations as a result of disability must contact the Centre for Accessible Learning 778-782-3112 or firstname.lastname@example.org
Students looking for a Tutor should visit http://www.stat.sfu.ca/teaching/need-a-tutor-.html. We accept no responsibility for the consequences of any actions taken related to tutors.
SFU’s Academic Integrity web site http://students.sfu.ca/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating. Check out the site for more information and videos that help explain the issues in plain English.
Each student is responsible for his or her conduct as it affects the University community. Academic dishonesty, in whatever form, is ultimately destructive of the values of the University. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the University. http://www.sfu.ca/policies/gazette/student/s10-01.html
ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS