Applied Stochastic Processes Mat 464
Introduction to Stochastic Procesess Mat 560
Spring 2009

Instructor: KARIN REINHOLD
Office: ES 123 A
Office Hrs: MWF 12:30-1:30 or by appointment or by e-mail

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Course Description:

In this course we'll study classical stochastic point processes. We will start with the basics of continuous random variables with emphasis in exponential random variables. Then we will learn study Markov Chains, random walks, Poisson Process, continuous Markov Chains, Birth and death processe, basic queueing systems, and Brownian motion. Prerequisit: a basic probability course (MAT 367 or equivalent).

We will have four exams each worth 25% of your grade. In order to pass the course, you need to obtain an average of 50% or more and not obtain grades below 30%.

EXAM DATES: