Math 420/520

Stochastic Processes


Instructor

Tomoki Ohsawa (, office: 2067 CASL Building)

Office Hours

  • Mon: 1:30–2:30pm
  • Tue: 11am–Noon
  • Fri: 11am–Noon
  • By appointment

Textbook

  • "Introduction to Probability Models" (10th Edition) by Sheldon M. Ross
  • Will roughly cover Chapters 1–6 and 10 of the Textbook

Topics to be covered

Basic probability theory, random variables, conditioning, Markov chains, and Brownian motion.

Breakdown

  • 20% Quizzes
  • 20% Midterm 1, 20% Midterm 2, 40% Final

Homework

  • Not collected. Instead a quiz (see below) for each set.
  • See the Homework Page for the list of problems.

Quizzes

  • 8–10 quizzes (lowest score dropped)

Exams

  • No makeup exams
  • No calculators
  • One cheatsheet in each of the midterms and Two in the final
  • Midterms: 75min each
  • Final: 2.5hr