Spring 2022 - STAT 380 D100

Introduction to Stochastic Processes (3)

Class Number: 6717

Delivery Method: In Person

Overview

  • Course Times + Location:

    Mo, We, Fr 9:30 AM – 10:20 AM
    WMC 3210, Burnaby

  • 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:

  1. Review: Chapters 1,2,3 of text
  2. Discrete Time Markov Chains
  3. Poisson Processes
  4. Continuous Time Markov Chains
  5. Applications to Queuing and Renewal Theory
  6. Introduction to Brownian Motion and Diffusion
  7. 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 (Date: Wednesday, February 9th, and Wednesday, March 16th, 2022) 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


Department Undergraduate Notes:

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 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 2022

Teaching at SFU in spring 2022 will involve primarily in-person instruction, with safety plans in place.  Some courses will still be offered through remote methods, and if so, this will be clearly identified in the schedule of classes.  You will also know at enrollment whether remote course components will be “live” (synchronous) or at your own pace (asynchronous).

Enrolling in a course acknowledges that you are able to attend in whatever format is required.  You should not enroll in a course that is in-person if you are not able to return to campus, and should be aware 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.

Students with hidden or visible disabilities who may need class or exam accommodations, including in the context of remote learning, are advised to register with the SFU Centre for Accessible Learning (caladmin@sfu.ca or 778-782-3112) as early as possible in order to prepare for the spring 2022 term.