Simon Fraser University
Engaging the World

Course Outlines

Spring 2021 - STAT 380 D100

Introduction to Stochastic Processes (3)

Class Number: 3339

Delivery Method: In Person

Overview

  • Course Times + Location:

    Jan 11 – Apr 16, 2021: Mon, Wed, 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.

Mode of Teaching:
  • Lecture: synchronous/asynchronous 
  • Tutorials: synchronous
  • Midterm: synchronous
  • Final Project: synchronous

Grading

  • Assignments 70%
  • Midterm (Date: Wednesday, Feburary 24th, 2021) 15%
  • Final Project 15%

NOTES:

Above grading is subject to change.

Materials

MATERIALS + SUPPLIES:

Access to high-speed internet, webcam.

REQUIRED READING:

Required Text:

Introduction to Probability Models (12th Edition) by: S.M. Ross. Publisher: Academic Pres

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 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:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

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

TEACHING AT SFU IN SPRING 2021

Teaching at SFU in spring 2021 will be conducted primarily through remote methods. There will be in-person course components in a few exceptional cases where this is fundamental to the educational goals of the course. Such course components will be clearly identified at registration, as will course components that will be “live” (synchronous) vs. at your own pace (asynchronous). Enrollment acknowledges that remote study may entail different modes of learning, interaction with your instructor, and ways of getting feedback on your work than may be the case for in-person classes. To ensure you can access all course materials, we recommend you have access to a computer with a microphone and camera, and the internet. In some cases your instructor may use Zoom or other means requiring a camera and microphone to invigilate exams. If proctoring software will be used, this will be confirmed in the first week of class.

Students with hidden or visible disabilities who believe they may need class or exam accommodations, including in the current context of remote learning, are encouraged to register with the SFU Centre for Accessible Learning (caladmin@sfu.ca or 778-782-3112).