MA490A: Stochastic Processes (Winter 2019)

Jan. 15, 2020
Print | PDF

Calendar Description

Markov Chains in discrete and continuous time; birth-death processes; renewal theory; renewal-reward theory; Markov processes; stationary processes; introduction to queuing theory.††

Prerequisites

ST359 (or MA340).

Instructor

Professor G. (Joe) Campolieti (PhD)
Office: LH3073 (Lazaridis Hall)
Office Hours: Monday and Wednesday 12:30 p.m. - 1:30 p.m., other times by appointment.
E: gcampoli@wlu.ca

Lectures

Monday, Wednesday and Friday 10:30 a.m. - 11:20 a.m. in 1C17 (Arts Building)

Textbook

M.A. Capinsky and S. Karlin, An Introduction to Stochastic Modeling, 4th Edition, Academic Press, or the 3rd Edition of this textbook, by Howard M. Taylor and S. Karlin.

Calculators

Students may use a non-programmable, non-graphing calculator on course tests and the final examination.

MyLearningSpace

Materials related to this course and the full course outline will be posted on the MA490 MyLearningSpace website. You are responsible for checking here on a regular basis for important announcements.

Evaluation

A final mark out of 100 will be calculated as follows:

  • Assignments: 25%
  • Midterm Exam (Monday, March 4, 2019, 5:30 p.m. - 6:50 p.m.): 35%
  • Final Exam (2.5 hours, exact date, time and location to be announced): 40%

Students must achieve a score of at least 40% of the marks available on the final examination to be eligible to pass the course. The final mark will be reported as a letter grade in accordance with the conversion table of the current undergraduate calendar.

This document is a summary of the course outline for MA490 and is provided for the convenience of students.