Instructor Class Description

Time Schedule:

• Autumn Quarter 2009
• Winter Quarter 2010

Soumik Pal
MATH 491
Seattle Campus

Introduction to Stochastic Processes

Random walks, Markov chains, branching processes, Poisson process, point processes, birth and death processes, queuing theory, stationary processes. Prerequisite: either 2.0 in MATH 395 or STAT 395. Offered: jointly with STAT 491; A.

Class description

This is a rigorous introduction to the theory of stochastic processes. We will delve to some depth in the theory of discrete Markov chains, martingales, point processes, stationary processes, and Brownian motion.

Student learning goals

General method of instruction

Recommended preparation

Class assignments and grading

Grades will be based on the following:

homework = 5%; midterm 1 = 30%; midterm 2 = 30%; final exam = 40%; extra=10%.

The total score will be the maximum of 100% and the sum total of your obtained scores in each of the above fields.

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Modified:November 11, 2009