syllabus_m4320_f2010 - Math 4320 Fall 2010 Professor...

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Unformatted text preview: Math 4320 Fall 2010 Professor William Ott Course Syllabus office hours: M 10:00-11:00, W 14:00-15:00 email: ott[at]math[dot]uh[dot]edu office: 603 PGH voice: 713-743-0398 Prerequisite: Math 3338 or consent of instructor Website:∼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% ...
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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.

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