Introduction to Stochastic Processes, Spring 2009

Course Information

Course Section: STA348H5S LEC0101, 20091
Location: 712 Silver Center
Meetings: Tue, 09:00AM - 11:00 AM NE 172, Thu 09:00 AM - 10:00 AM KN 132

Instructor: Tom Alberts
E-mail: tom.alberts@utoronto.ca
Office Hours Tuesdays and Thursdays, 11:00 AM to noon, or by appointment

Course Homepage: Here, or available through Blackboard. I encourage you to use Blackboard as you'll be able to check your grades online, and there will be a discussion board that can be used to ask questions. If you don't know how to access Blackboard please e-mail me.

Textbook (required):  "A First Course in Stochastic Processes", Samuel Karlin/Howard Taylor. 2nd Edition.
Available in the Bookstore. Was also used in the same course last year, and in Scarborough in the fall, so used copies might be available.

Grading Scheme

Important Dates

Topics to be Covered

Discrete Markov chains with a finite number of states, random walks, single-server queues, continuous-time Markov chains, Poisson processes, branching processes, birth and death process, M/M/n queues, Martingales, Brownian motion and Monte-Carlo simulation may be introduced.