STATISTICS 380

Introduction to Stochastic Processes

Instructor: Richard A. Lockhart e-mail: lockhart@sfu.ca

Office: TLX 10549 Phone: 291-3264

Web Site: http://www.sfu.ca/~lockhart

The 2000 final is now available. Solutions will NOT be posted. Midterm
solutions have been posted.

**Text:** *Introduction to Probability Models*
by Sheldon Ross (7th ed).

**Course coverage**

- 1.
- Review: Chapters 1, 2, 3 (5 hours)
- 2.
- Monte Carlo generation of Random Numbers.
(2 hours)
- 3.
- Discrete Time Markov Chains: Chapter 4.1-4.4, 4.5.1 and 4.6
(6 hours)
- 4.
- Poisson Processes: 5.1-5.4. Sections 5.1 and 5.2 are review.
(6 hours)
- 5.
- Continuous time Markov Chains. 6.1-6.5, 6.8.
(6 hours)
- 6.
- Queuing and Inventory Models: simulation.
(3 hours)
- 7.
- Brownian Motion. 10.1-10.4.
(5 hours)
- 8.
- Analysis of Simulation data.
(2 hours)

**Web materials**: Slides for the lectures are
behind the links at the left.
Assignment questions will be drawn from the text.
I will be posting solutions.

**Computing requirements:**
There may be a computational
component to this course; details have yet to be determined.

**Grading:**
Assignments 25%, Midterm 25% and Final 50%. The midterm will
be in the week February 18 to 22.

**Privacy Policy:** The Math and Stat department has a policy
on privacy under which students who desire so may have their homework returned
in some private way; if you are such a student you should speak to me
immediately.

2001-11-02