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...).