PubH 8432 Probability Models
Course Information
- Texbook : Introduction to Probability Models, 11th Edition. Sheldon M. Ross, Academic Press, 2014.
- publisher link: http://www.sciencedirect.com/science/book/9780124079489
- Instructor : Dr. Baolin Wu
- Meet place : Moos 2-118
- Meet time : Tues/Thurs 1-2:15pm
- Office hour : Tues/Thurs 2:15-3pm
- TA : Souvik Seal (Email: sealx017ATumn.edu). Office hour : Tuesday/Thursday 11am-12pm (or appointment by email).
- Schedule
| Week | Topic | Readings |
|---|---|---|
| 1 | Distribution, Moment Generating Function | Ch 2 |
| 1-2 | Conditional Probability, Conditional Expectation | Ch 3 |
| 3-6 | Discrete Markov Chain | Ch 4 |
| 7-8 | Poisson Process | Ch 5 |
| 9-10 | Continuous-time Markov Chain | Ch 6 |
| 11-12 | Gaussian Process, Brownian Motion | Ch 10 |
lectures on Chapter 2-3
9/2017
- homework 1 (due 9/21/2017): Chapter 2: 18,37,43,46,87; Chapter 3: 16,17,18,25,42
10/2017
- homewor 2 (TBD): Chapter 4: 20,21,25,27,29,35,58,59,61,67,69,70
10/2017
- Midterm exam: Oct 19, 2017; in class closed book exam.
11/2017
- homework 3 (11/9): Chapter 5: 12,29,33,42,46,56,64,91
- Some notes on discrete-time MC