MATH 4336: Stochastic Processes, Spring 2011

CLASS TIMES: Tuesdays and Thursdays, 12:45-2:00



TEXT: Olofsson, Probability, Statistics, and Stochastic Processes, Chapter 7, selected parts of Chapters 3, 4, and 5, plus additional material.


EXAMINATION AND GRADING: The grade is based on two tests (50%), homework (10%), and a final exam (40%). Grading scale: A: 90-100, B: 75-89, C: 60-74, D: 50-59, F: 0-49.

TESTS are take-home and you may use your book and lecture notes. Tests will be posted on Tuesday evening and are due on Thursday in class. Due dates: February 24 and April 7.

HOMEWORK will be assigned regularly. You are responsible for doing all the problems to learn the material, for only a few of the problems will you be asked to turn in solutions.

FINAL EXAM: The take-home final exam covers the entire course. Due date to be determined.

OFFICE HOURS: Wednesday:  2:00-5:00 or by appointment.

OTHER: Attendance is mandatory at the lectures. Homework and additional course material will be posted on this website.