Spring 2022 - STAT 380 D100
Introduction to Stochastic Processes (3)
Class Number: 6717
Delivery Method: In Person
Course Times + Location:
Mo, We, Fr 9:30 AM – 10:20 AM
WMC 3210, Burnaby
Exam Times + Location:
Apr 13, 2022
12:00 PM – 3:00 PM
WMC 3210, Burnaby
Prerequisites:STAT 330, or all of: STAT 285, MATH 208W, and MATH 251, all with a minimum grade of C-.
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 of text
- Discrete Time Markov Chains
- Poisson Processes
- Continuous Time Markov Chains
- Applications to Queuing and Renewal Theory
- Introduction to Brownian Motion and Diffusion
- Monte Carlo Simulation
Students should feel comfortable in some programming environment, preferably R because I will be giving assignments and doing examples in R.
- Assignments 30%
- Midterms (Date: Wednesday, February 9th, and Wednesday, March 16th, 2022) 30%
- Final Exam 40%
Above grading is subject to change.
Introduction to Probability Models (12th Edition) by: S.M. Ross. Publisher: Academic Press
Book is available through the SFU Bookstore
Department Undergraduate Notes:
Students looking for a tutor should visit https://www.sfu.ca/stat-actsci/all-students/other-resources/tutoring.html. We accept no responsibility for the consequences of any actions taken related to tutors.
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TEACHING AT SFU IN SPRING 2022
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