Applied Probability and Stochastic Processes
Course Syllabus
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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.