TOPICS IN PROBABILITY THEORY AND STOCHASTIC PROCESSES (40051/50051)

TOPICS IN PROBABILITY THEORY AND STOCHASTIC PROCESSES (40051/50051)

Instructor
Book:
Lectures Time
Office hours:
Office:
Office tel.:
E-mail:
WWW of the course :

Artem Zvavitch.
"Introduction to Probability Models" by Sheldon M. Ross.
11:00am-12:15pm Tuesday and Thursday.
02:30-3:30 MT and by appointment.
120 Mathematical Science Building.
(330)-672-33-16
zvavitch@math.kent.edu
http://www.math.kent.edu/~zvavitch/probability_2008.html

PLAN:

Tuesday (08/26/08) Review of Basic probability/ Conditional Expectation, Discrete Case.
Thursday (08/28/08) Review of Basic probability/ Conditional Expectation, Discrete Case. FIRST HOMEWORK.
Tuesday (09/02/08) Review of Basic probability/ Conditional Expectation, Continuous Case.
Thursday (09/04/08) Markov Chains (Discrete Case) FIRST HOMEWORK DUE! SECOND HOMEWORK.
Tuesday (09/09/08) Markov Chains (Discrete Case)
Thursday (09/11/08) Markov Chains (Discrete Case) Second HOMEWORK DUE! THIRD HOMEWORK.
Tuesday (09/16/08) Markov Chains (Discrete Case)
Thursday (09/18/08) Markov Chains (Discrete Case) THIRD HOMEWORK DUE! FOURTH HOMEWORK.
Tuesday (09/23/08) Markov Chains (Discrete Case)/Expopnential Random Variable
Thursday (09/25/08) Exponential Random Variable. FOURTH HOMEWORK DUE! FIFTH HOMEWORK.
Tuesday (09/30/08) Poisson Process.
Thursday (10/2/08) Poissone Process.
Tuesday (10/7/08) Poisson Process.
Thursday (10/9/08) Poissone Process. Fifth HOMEWORK DUE! Sixs HOMEWORK.
Tuesday (10/14/08) Markov Chains (continuous time), Birth and death processes.
Thursday (10/16/08) Markov Chains (continuous time).
Tuesday (10/21/08) Markov Chains (continuous time).
Thursday (10/23/08) Markov Chains (continuous time).
Tuesday (10/28/08) Markov Chains (continuous time),
Thursday (10/30/08) Markov Chains (continuous time), HOMEWORK SIX DUE! Sevens HOMEWORK( 40pts, helps to prepare for exam).
Tuesday (11/4/08) Review for exam!
Thursday (11/6/08) MIDTERM EXAM !!! HOMEWORK SEVEN DUE! SOLUTION/HINTS FOR EXAM
Tuesday (12/2/08) Eights/Nines HOMEWORKs( 40pts, ).
Thursday (12/4/08) Ten/Final HOMEWORKs DUE ON DECEMBER 11( 80pts, ).,
MONDAY (12/8/08) 12:45-3:00 (the same room) HELP SESSION FOR FINAL Home Works!

TO ARTEM ZVAVITCH'S HOMEPAGE