STA447-Outline
(January 2011)
Instructor: Philip
McDunnough , SS6002, e-mail
Office hour (tentative):
5-6 on Thursdays starting the 2nd week of classes.
Text: There is no
text. There are many excellent references on the subject. See also
texts by Feller, Resnick, Breiman, Durrett(Probability, Stochastic
Processes), etc... .
Web site:
http://www.utstat.toronto.edu/philip/courses/sta447/home.html
References:
1. Stochastic Processes, Ross (Wiley) <-- level of
the course
2. Probability and Random Processes, Grimmett & Stirzaker
(Oxford) <-- level of the course
3. Introduction to Probability Models, Ross (Academic
Press) <-- nice introduction at a
slightly "lower" level
4. An Introduction to Stochastic Modeling, Taylor & Karlin
(Academic Press) <-- similar to 3.
5. Probability, Whittle (Wiley) <--
Interesting approach using E . This was the text for STA347 .
Marking:
Assignment #1=16% (will be posted one week before you must hand
it back at the start of the lecture on Feb 17)
Assignment #2=24% (will be posted one week before you must hand
it in at the start of the last lecture on April 7)
Note: You are to regard the asignments as take home tests. They are not
group efforts. Most of the questions on the assignments will come from
suggested problems and lectures.
Test=60% (3hrs)- Thursday, March 24, 6-9PM
Location= TBA
Topics: Review of
Probability, Markov Chains and Processes, Renewal Processes,
Martingales. Possibly some Inference in Stochastic Processes and
various advanced topics in convergence (weak convergence, martingale
CLT, etc...).