Simon Fraser University
Engaging the World

Course Outlines

Spring 2020 - STAT 380 D100

Introduction to Stochastic Processes (3)

Class Number: 3990

Delivery Method: In Person

Overview

  • Course Times + Location:

    Jan 6 – Apr 9, 2020: Mon, Wed, 9:30–10:20 a.m.
    Burnaby

    Jan 6 – Apr 9, 2020: Fri, 9:30–10:20 a.m.
    Burnaby

  • Prerequisites:

    STAT 330, or all of: STAT 285, MATH 208W, and MATH 251.

Description

CALENDAR DESCRIPTION:

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.

COURSE DETAILS:

Course Outline:

  1. Review: Chapters 1,2,3
  2. Discrete Time Markov Chains
  3. Poisson Processes
  4. Continuous Time Markov Chains
  5. Some applications

Computing Requirments:
Students should feel comfortable in some programming environment, such as R.

Grading

  • Assignments 25%
  • Midterm 25%
  • Final Exam 50%

NOTES:

Above grading is subject to change.

Materials

REQUIRED READING:

Required Text:

Introduction to Probability Models (12th 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 csdo@sfu.ca


Tutor Requests:
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.

Registrar Notes:

SFU’s Academic Integrity web site http://www.sfu.ca/students/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