Spring 2023 - STAT 380 D100
Introduction to Stochastic Processes (3)
Class Number: 5914
Delivery Method: In Person
Overview
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Course Times + Location:
Jan 4 – Apr 11, 2023: Mon, Wed, Fri, 9:30–10:20 a.m.
Burnaby -
Exam Times + Location:
Apr 24, 2023
Mon, 3:30–6:30 p.m.
Burnaby
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Instructor:
Richard Lockhart
lockhart@sfu.ca
1 778 782-3264
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Prerequisites:
STAT 330, or all of: STAT 285, MATH 208W, and MATH 251, all with a minimum grade of C-.
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:
- 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
Computing Requirments:
Students should feel comfortable in some programming environment, preferably R because I will be giving assignments and doing examples in R.
Grading
- Assignments 30%
- Midterms 30%
- Final Exam 40%
NOTES:
Above grading is subject to change.
Materials
REQUIRED READING:
Required Text:
Introduction to Probability Models (12th Edition) by: S.M. Ross. Publisher: Academic Press
Book is available through the SFU Bookstore
REQUIRED READING NOTES:
Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.
Department Undergraduate Notes:
Students with Disabilities:
Students requiring accommodations as a result of disability must contact the Centre for Accessible Learning 778-782-3112 or caladmin@sfu.ca.
Tutor Requests:
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.
Registrar Notes:
ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS
SFU’s Academic Integrity website 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