I will try my best to make this page as accurate as possible but any changes in assignments, due dates, or anything else reported in class will take precedence, whether they are reflected in these pages or not. Your responsibilities are as they are reported in class.

Spring, 2013      STA 624 - 001 Applied Stochastic Processes

Instructor: Dr. Mai Zhou

Office: MDS 343, Mailbox: MDS 307, Phone: 257-6912, E-mail: mai@ms.uky.edu,
Web page (this page): http://www.ms.uky.edu/~mai/sta624.html Office Hours: M 4:00-5:00PM or by appointment.

Class: Mon/Wed/Fri   1:00 PM -- 1:50 PM at ( MDS 337 ). 

Mid term Exam:  March  (22+25) !        Final Exam: May 1, Wednesday 1:00 PM -- 3:00 PM.

Textbook: S. Ross (2010 edition). Introduction to Probability Models, 10th Edition.

Homework0(new)
Homework1 (new) : Sol  correction: Sol2

Homework2  (new)  Sol
Homework3  (new) Sol

Homework4  (new) Sol for other solution see test Sol2

note1
note2
Simple R code for Metropolis MCMC

test Sol
test Sol2

Homework5   Sol

And the picture of example 436

Summary of topics
 
 

The following links may be of interest:
Learn Counting Process in 15 Minutes!
Time changed Poisson Processes
Poisson Process Applet
Markov chain demo  More JAVA demo

We shall cover Chapters 5, 4, 6, (in this order) of the textbook; (I intend to follow the book pretty closely) plus some additional materials selected from chapter 10 (Brownian motion, martingale etc.)

Evaluations:
Homework 35%
Midterm Exam 25%
Final Exam 40%
Homework: there will be weekly/bi-weekly homework assignments. After each homework is assigned for at least 10 days, I will randomly select a student to present your solution to the class. So be sure to finish homework on time.