Math/Stat 416 Introduction to Stochastic Models (Spring 2014)


instructor:

John Fricks
email: fricks@stat.psu.edu
office: 314 Thomas Bldg
office hours: M 10:15-11:45 R 2:00-3:30

TA:

Josh Goldstein
email: jrg326@psu.edu
office: 331A Thomas Bldg
office hours: T 4:00-5:00

syllabus

announcements:

  • Shift in office hours for May 1. To be held from 1:30-3
  • No class Friday May 2. Office hours from 1-2:30
  • Finals Week Office Hours: Wed May 7 4:30-6:30; Thur May 8 1-3
  • The final exam will be held May 8 at 4:40PM in Thomas 104.
  • Monday February 24 office hours are cancelled.
  • Thursday January 30 office hours will be held by Josh (instead of me) in Thomas 331A.

practice problems:

  • Problems 6.20, 6.21, 6.22, 6.23, 6.29, 6.33, 6.38 by 4.300.2014.
  • Problems 6.1, 6.2, 6.3, 6.5, 6.8, 6.10, 6.13, 6.14, 6.16, 6.17, 6.37 by 4.20.2014.
  • Problems 5.1, 5.3, 5.18, 5.19, 5.79, 5.80, 5.83, 5.85, 5.87 to be completed by 4.6.2014.
  • Problems 5.53, 5.54, 5.57, 5.59, 5.60, 5.62, 5.64, 5.66, 5.69 to be completed by 3.26.2014.
  • Problems 4.64, 4.65, 4.66, 5.38, 5.39, 5.40, 5.41, 5.45, 5.46, 5.50 to be completed by 3.19.2014.
  • Problems 4.18a, 4.21, 4.23, 4.24, 4.28, 4.29, 4.31, 4.33, 4.44, 4.53 to be completed by 2.28.2014.
  • Problems 4.9, 4.13, 4.14, 4.15, 4.16, 4.17, 4.18b to be completed by 2.17.2014.
  • Problems 4.1, 4.2, 4.3, 4.5, 4.6, 4.8, 4.10, 4.11 to be completed by 2.5.2014.
  • Problems 2.40, 2.55, 2.63, 3.9, 3.10, 3.12, 3.15, 3.17, 3.23, 3.26, 3.27, 3.36, 3.41, 3.44, 3.46, 3.49 to be completed by 1.29.2014

reading assignments:

  • Read sections 6.4-6.7 of Ross.
  • Read sections 6.1, 6.2, and 6.3 of Ross.
  • Read sections 5.3 and 5.4 of Ross.
  • Read sections 5.1 and 5.2 of Ross.
  • Read sections 4.7 and 4.8 of Ross.
  • Read sections 4.3 and 4.4 of Ross.
  • Read sections 4.1 and 4.2 of Ross.
  • Read Chapter 3 of Ross.
  • Review Chapters 1 and 2 of Ross.

quiz and exam solutions:

resources: