Course Information

Lecturer

STATS 325 SC

Rachel Fewster

Office: 119 Maths/Physics Building
Phone: (373 7599) ext 83946
Email: here

Office hours: Room 133

Mondays: 3.00 - 4.30 pm (please email me if you don't plan to attend before 4pm);
Tuesdays: 4.30 - 5.30 pm;
Wednesdays: 10 - 11 am.

Meetings

STATS 325 meets Mondays 12-2pm in ClockT029, and Wednesdays 12-1pm in room Eng3402.

Term Test

The mid-semester test will be held during the lecture hour on Wednesday 14th September, 2011 (12-1pm). The test is one hour long and will cover material from the first six weeks of the course.

Exam

The final exam is three hours long. Date to be announced. You need to get 50% or better on the exam to pass the course. This rule applies to Stats 325 students and to Stats 721 students.

Course Description

This course looks at the theory of stochastic processes. The course is useful for students with interests in Mathematics, Statistics, Operations Research, Finance, and Theoretical Biology.

Topics studied include: probability, generating functions, branching processes, Markov chains, and random walks.

Assessment

There are 5 assignments, roughly one per fortnight, worth 15% of your final grade. There is one term test worth 10%. The final exam counts for either 75% or 100%. To qualify for consideration for 100% exam, you must attain at least 70% on the coursework components.

Assignments

The assignments are intended to help you understand the course material by working through problems. Questions will be set at a similar difficulty to those on the Test and Exam. Each assignment is assessed. We encourage you to discuss assignment work with other students in the class, and you can see your lecturer for additional help. However, you must write up your own work, otherwise you get no marks.

Assignment	Due: 4pm
1	Wed August 10
2	Wed August 24
3	Wed September 21
4	Wed October 5
5	Wed October 19

Texts and Notes

Lecture notes are in the form of a course book handed out in class. There are several textbooks that are useful for further reading:

Most useful:

D. L. Minh, "Applied Probability Models".
Library call number 519.2 M664.

G. Grimmett, D. Stirzaker, "Probability and Random Processes".
Library call number 519.2 G86.

G. Grimmett, D. Welsh, "Probability: an introduction".
Library call number 519.2 G86p.

S. Ross, "Stochastic Processes".
Library call number 519.2 R82s.

Also Useful:

D. Cox, H. Miller, "The Theory of Stochastic Processes".
Library call number 519.2 C87.

W. Feller, "An Introduction to Probability Theory and its Applications".
Library call number 519.2 F31.

R. Goodman, "Introduction to Stochastic Models".
Library call number 519.2 G65.

P. Hoel, S. Port, C. Stone, "Introduction to Stochastic Processes".
Library call number 519.23 H69i.

S. Karlin, H. Taylor, "A First Course in Stochastic Processes".
Library call number 519.2 K18.