Math 423: Stochastic Processes, Spring 2019

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.


Announcements

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.


Calendar:

Date Lecture topic (prepare by reading ahead...)Due today...
Monday, January 7Welcome! Discuss 1.1-1.3.
Wednesday, January 9Discuss 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 11Discuss 2.1-2.2.
Monday, January 14No class: Snowday!
Wednesday, January 16No class: Conference
Friday, January 18No class: Conference
Monday, January 21No class: MLK.
Wednesday, January 23Discuss 2.2. Homework 1 due. (solutions)
Friday, January 25Discuss 2.3-2.4.
Monday, January 28Discuss 2.5-2.6.
Wednesday, January 30Discuss 2.8-2.9.
Friday, February 1Discuss 3.1-3.3.
Monday, February 4Discuss 3.4. Homework 2 due. (solutions)
Wednesday, February 6Discuss 3.5.
Friday, February 8Discuss 3.6.
Monday, February 11Discuss 3.6.
Wednesday, February 13Discuss 3.6.
Friday, February 15Discuss 4.1. Homework 3 due. (solutions)
Monday, February 18Discuss 4.2.
Wednesday, February 20No calss: Snowday!
Friday, February 22Discuss 4.3.
Monday, February 25Review for midterm. Homework 4 due.
Wednesday, February 27Midterm exam
Friday, March 1Discuss 4.4.
March 4-8No class: Spring break
Monday, March 11Discuss 4.4.


Textbook

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.


Syllabus

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:

You may set the relative weights for each of these categories (homework, midterm exam, final exam) by sending me an email during the first week of class. No category may be weighted less than 15%.

Each problem solution you write on the homeworks and exams will be graded on the following four point scale:

You will be able to see scores for your assignments as the semester progresses on your JMU Canvas account under the gradebook for this course. I do not have a set grade distribution for the course, so there is no competition for grades, and it is entirely possible that everyone in the class could receive an A. I do not usually assign WP or WF grades. I want all of my students to succeed and am happy to work with you if you are not satisfied with your current progress!


Honor Code

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.


Absences

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.


Resources

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.


Catalog information

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.