Department of Mathematics and Statistics
McGill University
MATH 447 Elementary Stochastic Processes

MATH 447 Elementary Stochastic Processes (3 credits; Prerequisites: MATH 323). Conditional probability and conditional expectation,
generating functions. Branching processes and random walk. Markov chains: transition matrices, classification of states, ergodic theorem, examples.
Birth and death processes, queueing theory.

Textbook: Ross, Sheldon. (2009) Introduction to Probability Models, 10th Ed. Academic Press, New York.

Assignments: Assignments must be submitted by 5 p.m. on the due date, after which they will not be accepted. They may be handed in at the end of class, or deposited in the slot by the Math Office on the tenth floor of Burnside Hall. In the latter case, make sure you write the course number MATH 447 and instructor's name prominently on the front of your assignment (as well as your own name and student number, of course).

Marking Scheme:

Your final mark for the course will be the greater of the marks computed from these two formulas. Those students who do not write the midterm will be marked according to formula II. If needed, there will be a supplemental examination. No special writings of the final examination can be arranged, other than those officially prescribed by the University.

W. J. Anderson
Burnside Hall 1245
Tel: 398-3848
email:bill@math.mcgill.ca
http://www.math.mcgill.ca/anderson/447

447 Notes (pdf)

Sample final Exam

Assignments: #1 #2 #3 #4

Solutions: #1 ,#2 ,#3, #4

Theory to know for final exam(not a complete list)

 

447 Bulletin Board

447 Course Outline (pdf file)

 

 

Midterm: Wednesday, February 16, 2005 in class. You are responsible for all the material covered in class up to and including Friday, Feb. 11.