This preview shows page 1. Sign up to view the full content.
Unformatted text preview: Math 4320 Fall 2010
Professor William Ott
Course Syllabus
oﬃce hours: M 10:0011:00, W 14:0015:00
email: ott[at]math[dot]uh[dot]edu oﬃce: 603 PGH
voice: 7137430398 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 ﬁnal
exam. The distribution is as follows.
Problem sets
Exam 1
Exam 2
Final exam 1 50%
15%
15%
20% ...
View
Full
Document
This note was uploaded on 10/03/2011 for the course MATH 3364 taught by Professor Staff during the Spring '08 term at University of Houston.
 Spring '08
 Staff
 Math

Click to edit the document details