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  • Syllabus m4320 f2010

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    This course syllabus provides information about Math 4320, a stochastic processes course taught in the fall 2010 semester. It lists the professor, their contact information, office hours, prerequisites, website, an overview of course topics including Markov chains and Brownian motion, required and reference textbooks, details on problem sets and grading which is based on problem sets, two exams during the semester and a final exam.

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    This course syllabus provides information about Math 4320, a stochastic processes course taught in the fall 2010 semester. It lists the professor, their contact information, office hours, prerequisites, website, an overview of course topics including Markov chains and Brownian motion, required and reference textbooks, details on problem sets and grading which is based on problem sets, two exams during the semester and a final exam.

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    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
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    6 views1 page

    Syllabus m4320 f2010

    Uploaded by

    hardev_shah32
    This course syllabus provides information about Math 4320, a stochastic processes course taught in the fall 2010 semester. It lists the professor, their contact information, office hours, prerequisites, website, an overview of course topics including Markov chains and Brownian motion, required and reference textbooks, details on problem sets and grading which is based on problem sets, two exams during the semester and a final exam.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
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    Math 4320 Fall 2010 Professor William Ott

    Course Syllabus
    oce hours: M 10:00-11:00, W 14:00-15:00 email: ott[at]math[dot]uh[dot]edu Prerequisite: Math 3338 or consent of instructor Website: http://www.math.uh.edu/ott/ Overview. We study the theory and applications of stochastic processes. Topics include Markov chains, Poisson processes, renewal phenomena, Brownian motion, an introduction to stochastic calculus, and queueing theory. Textbooks. (1) Required (a) An Introduction to Stochastic Modeling (Third Edition) by Howard Taylor and Samuel Karlin (2) References (a) Introduction to Probability Models (Tenth Edition) by Sheldon Ross Problem sets. Between 12 and 14 problem sets will be assigned. Your lowest score will be dropped when your cumulative problem set score is computed. No late problem sets will be accepted. Grading. Your semester grade will be based on problem sets, 2 exams given during the semester, and the nal exam. The distribution is as follows. Problem sets Exam 1 Exam 2 Final exam 50% 15% 15% 20% oce: 603 PGH voice: 713-743-0398

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