Instructor: Dr. Brant Jones
Email: jones3bc at jmu dot edu
Office: 325 Roop Hall
Section 0001 class meetings: MWF 9:05 - 9:55 am in Burruss Hall Room 34
Class webpage: http://educ.jmu.edu/~jones3bc/423/
Office hours: MWF 10:00-11:50 in Roop 325, or by appointment.
Section 0001 final exam: Wednesday, May 1 from 8:00 - 10:00 am in our usual room.
This is the webpage for the course, where I will post assignments, problems and announcements. (I don't use canvas except to record grades.) Please bookmark this page, and reload it before each class.
The midterm exam is scheduled for Wednesday, February 27.
Date | Lecture topic (prepare by reading ahead...) | Due today... |
Monday, January 7 | Welcome! Discuss 1.1-1.3. | |
Wednesday, January 9 | Discuss 1.4-1.6. | Obtain a copy of the textbook. Send me an email with your grade weighting and any special topic interests. |
Friday, January 11 | Discuss 2.1-2.2. | |
Monday, January 14 | No class: Snowday! | |
Wednesday, January 16 | No class: Conference | |
Friday, January 18 | No class: Conference | |
Monday, January 21 | No class: MLK. | |
Wednesday, January 23 | Discuss 2.2. | Homework 1 due. (solutions) |
Friday, January 25 | Discuss 2.3-2.4. | |
Monday, January 28 | Discuss 2.5-2.6. | |
Wednesday, January 30 | Discuss 2.8-2.9. | |
Friday, February 1 | Discuss 3.1-3.3. | |
Monday, February 4 | Discuss 3.4. | Homework 2 due. (solutions) |
Wednesday, February 6 | Discuss 3.5. | |
Friday, February 8 | Discuss 3.6. | |
Monday, February 11 | Discuss 3.6. | |
Wednesday, February 13 | Discuss 3.6. | |
Friday, February 15 | Discuss 4.1. | Homework 3 due. (solutions) |
Monday, February 18 | Discuss 4.2. | |
Wednesday, February 20 | No calss: Snowday! | |
Friday, February 22 | Discuss 4.3. | |
Monday, February 25 | Review for midterm. | Homework 4 due. |
Wednesday, February 27 | Midterm exam | |
Friday, March 1 | Discuss 4.4. | |
March 4-8 | No class: Spring break | |
Monday, March 11 | Discuss 4.4. |
The required text Introduction to Probability Models (11th ed.) by Sheldon M. Ross is available at the University Bookstore. We plan to cover material from the first 5-6 chapters over the course of the semester with additional topics as time permits.
In this course we study probabilistic processes that evolve over time, such as a sequence of coin tosses or a random walk. Such processes form mathematical models with applications to physics, computer science and finance. MATH 238 or 300 as well as MATH 318 are formal prerequisites for this course.
There are several activities that will contribute to your learning in this class:
Each problem solution you write on the homeworks and exams will be graded on the following four point scale:
In this course, you are encouraged to discuss homework problems with other students in order to enhance your own learning and understanding of the material. However, the homework writeups and exam assessments must reflect your own work. You are expected to abide by the JMU Honor Code.
I do not accept late assignments nor allow makeups for missed coursework.
If you need to miss an exam, you should make arrangements with me at least one week ahead of time. I will assign a zero score for missed work if you do not communicate the reason for your absence in advance or if I do not approve the absence.
Being a student is a full-time job, and this is a challenging class. Make sure you are budgeting enough time to think about the course outside of lecture. Generally speaking, I expect you to spend at least 90 minutes outside of class for each hour of lecture, reading and working on homework problems. You don't need to spend all of this time by yourself; consider starting a study group to share ideas about the reading and problems.
Please take advantage of office hours, and feel free to drop by my office at other times. You do not need an appointment. If I'm in my office, I'll be happy to discuss the course with you. If you cannot make the regular office hours, email me so that we can schedule an appointment.
JMU abides by Section 504 of the Rehabilitation Act of 1973 and the Americans with Disabilities Act, which mandate reasonable accommodations be provided for students with documented disabilities. If you have a disability and may require some type of instructional and/or examination accommodations, please contact me early in the semester so that I can provide or facilitate provision of accommodations you may need. If you have not already done so, you will need to register with the Office of Disability Services, the designated office on campus to provide services for students with disabilities. The office is located in Wilson Hall, Room 107 and you may call 540-568-6705 for more information.
Please see http://www.jmu.edu/syllabus/ for common JMU academic policies regarding: Attendance, Academic Honesty, Adding/Dropping Courses, Disability Accommodations, Inclement Weather, and Religious Accommodations.
MATH 423. Stochastic Processes.
Goals of the Course
To provide knowledge of the theory and application of statistics appropriate for (1) graduate work in statistics or (2) an entry level statistics position in business, industry, or government.
a. Basic counting principles.
b. Basic concepts of probability including independence.
c. Discrete and Continuous random variables and distributions of random variables.
d. Expectation.
e. Classes of time-dependent random variables and applications.
Nature of the Course Content
3 credits. Offered spring of odd numbered years.
Sequences and classes of random variables. Applications to physical, biological, social and management sciences. Topics include Markov chains, branching processes, the Poisson process, queuing systems and renewal processes. Prerequisites: MATH 238 or MATH 300 or equivalent and MATH 318.