Lectures schedule (L01)

Tutorials schedule (T01)

Monday/Wednesday/Friday
9:009:50am (MS 319)

None 
Midterm and Quizzes:
There will be 1 Midterm (November 4, Monday, 9:00am, MS 319)
and 2 Quizzes (Mondays, October 7 and December 2, 9:00am, MS 319
).
Final Exam: Monday, December 16,
2013, 810am
It will cover all the materials covered in this
course.
Grading scheme (Course Evaluation):
Exam, Midterm, Quizzes and
Homework Assignments

Value (% of your final mark)

Dates

Midterm

20%

Nov 4, 2013, Monday,
9:00am, MS319 
Quizzes (2)

30%=2x15%

Oct 7&Dec
2, Monday, 9:00am, MS319 
Final Exam  50%  Monday, December 16, 2013, 810am (RoomST 147) 
Homework Assignments 
Not for Credit but for your
exams' preparation 
Month 
Day 
Monday 
Day 
Wednesday 
Day 
Friday 
Sep 
9 
Lec1: Intro to Probability TheoryBasics (Appendix: Basic Probability) 
11 
Lec2:
Stochastic Processes (2.9) 
13 
Lec3:
Markov Chains (MC): Introduction (4.1) 
Sep 
16 
Lec4: MC: ChapmanKolmogorov Equations (4.2)  18 
Lec5: MC: Classification of States (4.3)  20 
Lec6: MC: Classification of States (4.3) 
Sep 
23 
Lec7: MC: Limiting Probabilities (4.4)  25 
Lec8: MC: Limiting Probabilities (4.4)  27 
Lec9: MC: Some Applications (4.5) 
SepOct 
30 
Lec10: MC: Mean Time Spent in Transient States
(4.6) 
2 
Lec11: Exponential
distribution (5.2.1) 
4 
Lec12: PP: Counting Process ( 5.3.1) and Definition of PP (5.3.2) 
Oct 
7 
Quiz#1  9 
Lec13: PP: Waiting Time Distribution (5.3.3)  11 
Lec14: PP: Further Properties (5.3.4) 
Oct 
14 
Thanksgiving Day (No Lecture)  16 
Lec15: PP: Conditional Distribution of Arrival Times (5.3.5)  18 
Lec16: PP: Sampling of PP (5.3.5) 
Oct 
21 
Lec17: PP: Generalizations (5.4.1)  23 
Lec18: PP: Compound PP (5.4.2)  25 
Lec19: PP: Mixed PP (5.4.3) 
OctNov 
28 
Lec20: Continuoustime Markov Chains (CTMC): Intro (6.16.2)  30 
Lec21: CTMC: Birth& Death Processes (6.3) and Transition Probability Function (6.4)  1 
Lec22: CTMC: ChapmanKolmogorov Equations (6.4) 
Nov 
4 
MIDTERM  6 
Lec23: CTMC:
Limiting Probabilities (6.5) 
8 
Lec24: CTMC: Computing the Transition Probabilities (6.8) 
Nov 
11 
Reading Day (No Lecture)  13 
Lec25: Renewal Theory: Intro (7.1)  15 
Lec26: Renewal Theory: Some Distributions (7.2) 
Nov 
18 
Lec27: Renewal Theory: Limit Theorems (7.3)  20 
Lec28: Brownian Motion (BM) (10.1);  22 
Lec29: BM: Variations (10.3) 
Nov 
25 
Lec30: BM: Pricing Stock Options (10.4.110.4.2)  27 
Lec31: BM: Pricing Stock Options (10.4.110.4.2)  29 
Lec32: Stationary Processes (10.7) 
Dec 
2 
Quiz#2  4 
Lec33: Simulation Methods (11.211.3) Table o Random Digits 
6 
Lec34: Simulation Methods (11.411.5) 
Final
Exam: Monday, December 16, 2013,
810am (RoomST 147) (Formulas&Tables for Final Exam) (Bring in Your ID, Please) MarksStat507Fall2013(Q#1&Midterm&Q#2&FinalMark+Grades) Solutions to the Midterm Solutions to the Q#2 
Homework
Assignments Solution to Homework Assignments (Ch2Ch4, Ch5, Ch 6, Ch7, Ch 10, Ch 11) 