Math 5040-1, University of Utah, Fall 2008
Stochastic Processes & Simulation: Course Syllabus
||Davar Khoshnevisan (Contact Information |
|Time/Place: ||MWF 11:50 am-12:40 pm: LCB 121.|
|Text: ||Introduction to Stochastic Processes,
Gregory F. Lawler, Second Edition, Chapman & Hall, New York, 2006. |
||This is a senior/lower-graduate level course in probability theory.
Topics: Stochastic simulation; Discrete &
continuous Markov chains. They include:
- Random-number generation
- Finite Markov chains
- Countable Markov chains
- Continuous Markov chains
- Optimal stopping problems
||Weekly assignments (50% total); one midterm (25%);
and one final exam (25%).
Posted weekly; see below.
155 South 1400 East, Room 102, Salt Lake City, UT 84112-0090, Tel:+1 801 581 3896, Fax:+1 801 581 4148