### Math/Stat 416 Introduction to Stochastic Models (Fall 2015)

### instructor:

John Fricks

email: fricks@stat.psu.edu

office: 314 Thomas Bldg

office hours: R 1:00-2:30

### TA:

Ardalan Mirshani

email: azm245@psu.edu

office: TBA

office hours: TBA

### syllabus

### announcements:

- Final exam week office hours: Monday 12:30-2 and Thursday 2:30-4.
- The final exam is on Thursday, December 17, 2015 from 4:40-6:30.
- Office hour in lieu of class on Monday, December 7.
- Quiz 4 is Friday, October 16 covering the end of chapter 4 and the beginning of chapter 5.
- Quiz 3 is Friday, October 2 covering chapter 4.
- Quiz 2 is Friday, September 18 covering chapter 3 and beginning of 4.
- Quiz 1 is Friday, September 4 covering chapter 1 and 2 (review)

### practice problems:

- Some problems over the entire semester.
- Problems 6.13, 6.14, 6.16, 6.17, 6.19, 6.20, 6.21, 6.23, 6.24 for 12.2.2015
- Some problems on creating continuous time Markov chain models for 11.11.2015.
- Problems 5.38, 5.39, 5.40, 5.41, 5.42, 5.45, 5.46, 5.50, 5.51, 5.57 by 10.28.2015. Some extra problems.
- Problems 4.57, 4.59, 4.64, 4.66, 5.1, 5.4, 5.5, 5.8, 5.14, 5.15, 5.19, 5.31 by 10.14.2015.
- Problems 4.14, 4.16, 4.18, 4.23, 4.25, 4.28, 4.30, 4.33, 4.36 by 9. 30.2015.
- Problems 3.12, 3.15, 3.17, 3.20, 3.23, 3.26, 3.37, 3.38, 3.51, 4.1, 4.2, 4.3, 4.5, 4.6, 4.8 by 9.16.2015.
- Problems 1.4, 1.17, 1.39, 1.42, 1.44, 2.11, 2.16, 2.32, 2.38, 2.39, 2.50, 2.60, 2.65, 2.68, 2.74, 2.78, 2.80, 2.86 by 9.2.2015.

### reading assignments:

- Read Chapter 6.
- Continue reading in Chapter 5.
- We have now covered section 4.4 and parts of 4.5. Begin reading Chapter 5.
- Read Sections 4.1-4.3.
- Read Sections 3.1-3.5.
- Review Chapters 1 and 2 of Ross.