STA 347F 2003: Probability and Applications

University of Toronto at Mississauga

http://www.erin.toronto.edu/~jbrunner/347

Lecture:

Tutorial: First Tutorial is Sept. 19th. (Quiz on Assignment 1)

Text: An Introduction to Stochastic Modelling (3d Edition) by H. M. Taylor and S. Karlin.

Topics: Markov Chains, Poisson Processes. We will cover most of Chapters Three, Four and Five, possibly with topics from Chapter Six if time allows. The textbook is very good, but demanding. The purpose of the lectures is to help you understand what is in the text. We will study examples from the textbook in detail.

Grading: Fifty percent of your mark will be based on weekly quizzes, and the other fifty percent will be based on the final exam. There will be a quiz almost every Friday in tutorial, based closely on assigned homework. Homework is not handed in; you do it to prepare for the quizzes. Quiz dates are Sept. 19, 26; Oct. 3, 10, 17, 24, 31; Nov. 7, 14, 21, 28.

If you miss a quiz for any reason, you will be able to make it up by taking a comprehensive makeup test that will be given the last day of class, on Friday Dec. 5th. The coverage and format of this makeup test will be similar to the final exam; it will just be shorter. If you take the makeup test your mark will also be substituted for the lowest two marks of the quizzes you did take, but only if it helps you.