Introduction to Stochastic Processes, Spring 2011

Course Information

Course Section: STA348H5S LEC0101
Location: NE 172 Meetings: Tue, 09:00AM - 11:00 AM NE 172, Thu 09:00 AM - 10:00 AM NE 172

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):  "Introduction to Probability Models", Sheldon M. Ross. 10th Edition.
Available in the Bookstore.

Other Books:   "A First Course in Stochastic Processes", Samuel Karlin/Howard Taylor. 2nd Edition.
             Markov Chains and Mixing Times, Levin, Peres, & Wilmer.

Grading Scheme

• Homework: 7 assignments @ 5% each
• Midterms: 1 midterm @ 25% each
• Final Exam: 40%

Important Dates

• First class: Tuesday, January 4
• Midterm: Tuesday, February 14
• Last class: Thursday, March 31

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.