STATISTICS 870

Applied Probability Models

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

Office: TLX 10561 Phone: 291-3264

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

**Text:** *Introduction to Probability Models* by
Sheldon Ross (7th ed) plus references to standard probability texts and
course handouts for some things. I intend to cover Chapters 1 through
7 plus 10 and 11; coverage in individual chapters will not be complete.

**Course structure:** There will be 4 hours per week
of lectures, assignments and in class presentations by students.
I intend to tailor the course to student interests as much as
possible.
I will do about 4 weeks of basic probability theory. I will provide
as much or as little measure theory as there seems to be demand for
Then I will do introductions to Markov Chains, to Poisson Processes,
to Point Processes, to Brownian Motion
and maybe to Renewal theory or Queuing theory or diffusions.
The last two weeks of the course will be
taken up, I expect, with 1/2 hour presentations from each student
taking the course for credit.

**Web materials**: In the frame at the left there are
links to notes on individual lectures. There I will put only
summaries of material covered in individual lectures. I don't yet
know if I will be able to produce complete course notes. If I do
the actual notes for the course would be in a postscript file
under the course notes link. Assignment questions will be
drawn from various texts. I will not be posting solutions.

**Computing requirements:**
There will be a computational component to this course; you will
be expected to do a simulation project as one assignment. You will
have some choice concerning the nature of this project so feel
free to make suggestions.

**Grading**: Assigments 50%, Presentation 25%, Final 25%.

**Privacy Policy:** The Stat & Act Sci 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.

2004-09-01