Applied Probability and Stochastic Processes


Course Syllabus

Click here to get/view a copy of the current syllabus in pdf format, or here for the same document in postscript format.

Course Objective

The first part of the course will cover basic concepts and methods from probability theory. The students are expected to gain a working knowledge in probability. In the second part of the course, we will cover a number of important classes of stochastic processes that are useful in the modeling of complex systems. These include Poisson and renewal processes, discrete and continuous-time Markov chains, and semi-Markov processes.

Prerequisites

Calculus and Analytic Geometry; or consent of the instructor.

Assignments

To access solutions to the assignments, please go to the WebCT site at: http://webct.utdallas.edu/. Logon with your UTD NetID, and go to course OPRE 6330. At the course homepage, you will see a link to "Assignment Solutions", where you can download the solutions. (Send me an e-mail if there is any problem with access.)

Note The solution to problems in Chapters 3 and 5 will be made available in Tommie Kinnon's office, which is at Room SOM 3.202. Her phone number is: 972-883-2047.