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, 2006      STA 624 - 001 Applied Stochastic Processes

Instructor: Dr. Mai Zhou

Office: P. O. T. 849, Mailbox: P. O. T. 843, Phone: 257-6912, E-mail: mai@ms.uky.edu,
Web page (this page): http://www.ms.uky.edu/~mai/sta624.html Office Hours: Tuesday and Thursday 3:15PM - 5:00PM or by appointment.

Class: TR 9:30 AM -- 10:45 AM at DH 353 (Education Buiding). Final Exam: May 2, 8:00 AM -- 10:00 AM.

Textbook: Ross (2002). Introduction to Probability Models, 8th Edition. (7th editions may be OK).

Homework1
Homework2
Homework3
Summary of topics
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note1
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Updated topics
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The following links may be useful:
Learn Counting Process in 15 Minutes!
Time changed Poisson Processes
Poisson Process Applet


We shall cover Chapters 5, 4, 6, (in this order) of the book; (I intend to follow the book pretty closely) plus some additional materials if time permits (for example Brownian motion etc.).

Evaluations:
Homework 35%
Midterm Exam 25% March 2 ?
Final Exam 40% Official time: May 2, 2006, 8:00AM - 10:00AM. We will meet at lobby of POT at 9:30AM, May 2
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.