STAC63
Probability Models

Overview

This course continues the development of probability theory begun in STAB52. Probability models covered include branching processes, birth and death processes, renewal processes, Poisson processes, queuing theory, random walks and Brownian motion.

Pre-requisites

STAB52

Time, Location, Etc.

Date/Time: Fall 2015, Mondays 7--10pm from Sept. 14
Room: IC 120

Required textbook

Introduction to Probability Models, 11th edition by Sheldon Ross.

The 11th edition is available as an e-book (PDF) from the UofT library via the link above.

Syllabus

Link to syllabus.

Topics

  • Random walks
  • Branching processes
  • Poisson processes
  • Birth and death processes
  • Renewal processes
  • Queues
  • Reliability theory
  • Brownian motion

Collaboration Policy

The assignments are to be done by each student individually. You may discuss the general idea of the questions with anyone you like, but your discussion may not include the specific answers to any of the problems.

Late Work

Late Assignments will be penalized 10% of the available marks per day up to a maximum of three days. Beyond this, no extensions will be granted on homework assignments, except in the case of an official Student Medical Certificate or a written (not emailed) request submitted at least one week before the due date and approved by the instructor. Please plan ahead.

Marking

As a general rule, small matters of marking on assignments (apparent errors, questions about evaluation criteria, etc.) should be taken first to the marker (via email). More significant issues, or unresolved matters on assignments, are appropriate to take to the professor. Matters of marking on tests and exams should be taken to the professor.