outline - 3 Final exam (50%) Teaching Style: I will follow...

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STA 3007: Applied Probability Textbook: Taylor and Karlin, An Introduction to Stochastic Modeling (latest edition), Academic Press. Instructor: Dr. Wong, Hoi-Ying Website: http://www.sta.cuhk.edu.hk/hywong/ Email: [email protected] Office: Room G20, Lady Shaw Building Phone: (852) 2609 8520 Tutors: 1. Miss. Kong, Cheuk Kwan , Room 130, Lady Shaw Building ; email address: [email protected] ; o ffice Hour: WED 10:30-11:30. 2. Mr. Zhang Xinmiao; email address: [email protected] ; Room G30, Lady Shaw Building; Office Hour: WED 9:30-10:30. Examinations: One mid-term test and one final examination. Grading Scheme: 1 5-6 assignments (20%) 2 One mid-term test (30%)
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Unformatted text preview: 3 Final exam (50%) Teaching Style: I will follow the textbook tight. In fact, most questions of assignments are taken from the textbook. Course Outline: 1 Review on basic mathematics and probability 2 Conditional probability and conditional expectation 3 Markov Chains and its applications a. Transition matrix b. Inventory model c. Markov Chains in Genetics 4 The long run behavior of Markov Chains 5 Poisson Processes a. Law of rare events b. Compound and marked Poisson processes 6 Continuous time Markov Chains a. Pure Birth b. Pure Death c. Birth and death 7 Branching processes and population growth 8 Martingale or Queuing processes...
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This note was uploaded on 05/21/2011 for the course STA 3007 taught by Professor Kb during the Spring '11 term at CUHK.

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