STAT 461 - Cheng Ouyang
[back to Home]
STAT461 Applied Probability Models (I) (Fall 2019)

Instructor: Cheng Ouyang

Office Hours:

Monday: Monday and Friday 4-5pm (or by appointment)
Location: SEO 502

Syllabus


Announcement:

  • Midterm II takes place on Friday (Nov 8).

Course Schedule (updated weekly):

Weeks Sections Brief Description
08/26 - 09/30 Chapter 1; Chapter 2: Section 2.1. Review of Probability (1.1 to 1.6), and Conditional Probability and Conditional Expectation (2.1).
09/02 - 09/06 Holliday (Monday); 2.2: 2.3. The Dice Game Craps; Random Sums.
09/09 - 09/13 2.3; 3.1, 3.1 Random Sums; Definitions of Markov Chains.
09/16 - 09/20 3.3; 3.4; 3.4 Some Markov Chain Models; First Step Analysis.
09/23 - 09/27 3.4; 3.4: 3.5. First Step Analysis; Some Special Markov Chains.
09/30 - 10/02 3.5; Midterm I; 3.6 Some Special Markov Chains; Functionals of Random Walks and Success Runs.
10/07 - 10/11 3.6; 3.6; 3.7. Functionals of Random Walks and Success Runs; Another look at First Step Analysis.
10/14 - 10/18 3.7, 3.8; 3.9; 3.9. Another Look at First Step Analysis, Branching Process; Branching Process and Generating Functions.
10/21 - 10/25 3.9, 4.1; 4.1; 4.1; Branching Process and Generating Functions; Regular Transition Probability Matrices; Regular Transition Probability Matrices.
10/28 - 11/01 4.1, 4.2; 4.2,4.3; 4.3. Regular Transition Probability Matrices, Examples; Examples, The classification of States; The Classification of States.
11/04 - 11/08 4.3; 4.3; Midterm II The Classification of States; The Classification of States
11/11 - 11/15 4.4; 4.4, 5.1; 5.1. Basic Limiting Theorem of Markov Chains; The Poisson Distribution and The Poisson Process
11/18 - 11/22 5.1; 5.2; 5.2. The Poisson Distribution and The Poisson Process; The Law of Rare Events; Distributions Associated with Poisson Process.
11/25 - 11/29 5.3; 5.3; Holiday (Friday) Distributions Associated with the Poisson Process
12/02 - 12/06 5.3; 5.4; Review Distributions Associatd with the Poisson Process; The Uniform Distribution and Poisson Processes; Review for the Final Exam.

Homework (updated weekly):


[back to Home]