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Unformatted text preview: Mathematics 452 [F01]: Stochastic Processes Department of Mathematics and Statistics, University of Victoria Fall, 2010 INSTRUCTOR: Boualem Khouider ([email protected]) Social Sciences & Math Building A550, Phone: 2507217439 (to use only in case of emergency, otherwise email is preferred). OFFICE HOURS: T: 11:3012:30, W: 11:3012:30 or by appointment. Questions by email are welcome at all times. PREREQUISITES: MATH 352 or STAT 350. TEXT: Sheldon M. Ross, Introduction to probability models 9e or 10e , Academic Press. WEB SITE: http://www.math.uvic.ca/ Then click on Course pages Then MATH 452 While most students will acquire the 10th edition of the textbook, the one available at the UVic Bookstore, the following syllabus refers to chapter numbers from the 9th edition. Students will be advised before hand if there are discrepancies. SYLLABUS: The following list of topics taken from the Textbook will be covered thoroughly or in part, depending on time. 0. Introduction: General review of probability theory and random variables (Chaps. 1 & 2) 1. Conditional probability and conditional expectation (Chap 3.): Computing expectations, variances, and prob abilities by conditioning; Compound random variables, and some applications....
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 Spring '11
 stephenlang
 Calculus, Statistics, Markov Chains, Probability theory, graduate students, oﬀschedule Final Examinations

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