STAT 5378 -- Stochastic Processes -- Fall 2016

Instructor

Text Books

• Required: An Introduction to Stochastic Modeling, 4th edition (by Pinsky & Karlin, 2011) or 3rd edition (by Taylor & Karlin, 1998), Academic Press.
  Helpful:
  • Adventures in Stochastic Processes, by Resnick.
  • Probability and Random Processes, by Grimmett & Stirzaker.
  • Stochastic Processes, by Ross.

Course Objectives and Syllabus

• Chapt 1: Introduction (review of mathematical statistics).
• Chapt 2: Conditional Probability & Conditional Expectation.
• Chapt 3: Introduction to Markov Chains.
• Chapt 4: Long Run Behavior of Markov Chains.
• Chapt 5: Poisson Processes.

Expected Student Learning Outcomes

Methods of Assessing the Expected Learning Outcomes

• A: 90-100%.
• B: 80-89%.
• C: 70-79%.
• D: 60-69%.
• F: 0-59%.

• Test 1: Oct 6 (after Hwk 4).
• Test 2: Nov 10 (after Hwk 8).
• Final Exam: 4:30 - 7:00 p.m. Tuesday December 13.

Homework Problem Sets

• Set 0 (due Sep 1): Read Chapter 1 of text and do all the "Exercises" (do NOT submit - solutions are at back of book).
• Set 1 (due Sep 8): 1.2.2; 1.3.11; 1.4.3; 1.5.8.
• Set 2 (due Sep 15): 2.1.2; 2.3.3; 2.4.3.
• Set 3 (due Sep 22): .
• Set 4 (due Oct 6): .
• Set 5 (due Oct 13): .
• Set 6 (due Oct 20): .
• Set 7 (due Oct 27): .
• Set 8 (due Nov 10): .
• Set 9 (due Nov 17): .
• Set 10 (due Nov 29): .
• Set 11 (due Dec 6): .

Policies

• Collaboration. My specific policies are as follows.
  • Homeworks: Discussion with peers regarding material/concepts covered in the course is permitted, and is encouraged since it usually leads to greater comprehension. However, each person must write up his/her own solution to a particular problem, and not simply copy it from someone else.
  • Tests: Any form of collaboration in tests, including trying to see what the person next to you is writing, is strictly forbidden and will not be tolerated.
• Class Attendance. Your attendance alone will not impact your grade, but missing exams and assignments will. Whether an absence is excused or unexcused is determined solely by me, with the exception of absences due to religious observance and officially approved trips (see below).
  • Make-up Exams: These may be granted in exceptional circumstances if you provide me with a valid excuse (such as a note from a physician, an obituary, etc.).
  • Absence for observance of a religious holy day (TTU Operating Policy 34.19): 1. "Religious holy day" means a holy day observed by a religion whose places of worship are exempt from property taxation under Texas Tax Code 11.20. A student who intends to observe a religious holy day should make that intention known in writing to the instructor prior to the absence. A student who is absent from classes for the observance of a religious holy day shall be allowed to take an examination or complete an assignment scheduled for that day within a reasonable time after the absence. A student who is excused may not be penalized for the absence; however, the instructor may respond appropriately if the student fails to complete the assignment satisfactorily.
  • Absence due to officially approved trips: The Texas Tech University Catalog states that the department chairpersons, directors, or others responsible for a student representing the university on officially approved trips should notify the student's instructors of the departure and return schedules in advance of the trip. The instructor so notified must not penalize the student, although the student is responsible for material missed. Students absent because of university business must be given the same privileges as other students.
• Illness and Death Notification. The Center for Campus Life is responsible for notifying the campus community of student illnesses, immediate family deaths and/or student death. Generally, in cases of student illness or immediate family deaths, the notification to the appropriate campus community members occur when a student is absent from class for four (4) consecutive days with appropriate verification. It is always the student's responsibility for missed class assignments and/or course work during their absence. The student is encouraged to contact the faculty member immediately regarding the absences and to provide verification afterwards. The notification from the Center for Campus Life does not excuse a student from class, assignments, and/or any other course requirements. The notification is provided as a courtesy.
• ADA accommodations (TTU Operating Policy 34.22). Any student who, because of a disability, may require special arrangements in order to meet the course requirements should contact the instructor as soon as possible to make any necessary arrangements. Students should present appropriate verification from Student Disability Services during the instructor's office hours. Please note: instructors are not allowed to provide classroom accommodations to a student until appropriate verification from Student Disability Services has been provided. For additional information, please contact Student Disability Services in West Hall or call 806-742-2405.
• Civility in the Classroom. It is expected that everyone will behave in a manner that is conducive to learning. One common disruption is phones. Please turn these off in class.
• Academic Honesty (TTU Operating Policy 34.12). It is the aim of the faculty of Texas Tech University to foster a spirit of complete honesty and high standard of integrity. The attempt of students to present as their own any work not honestly performed is regarded by the faculty and administration as a most serious offense and renders the offenders liable to serious consequences, possibly suspension. "Scholastic dishonesty" includes, but it not limited to, cheating, plagiarism, collusion, falsifying academic records, misrepresenting facts, and any act designed to give unfair academic advantage to the student (such as, but not limited to, submission of essentially the same written assignment for two courses without the prior permission of the instructor) or the attempt to commit such an act.