关键词 > STAT702/312
STAT 702/312 (Summer 2024)
发布时间：2024-06-03
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STAT 702/312 (Summer 2024)
Lecture: Asynchronous teaching.
Textbook: Probability models-9th edition by Sheldon Ross.
Strongly recommended books:
Stochastic processes- by Sheldon Ross
Professor: Olympia Hadjiliadis, [email protected]
All office hours are marked on the schedule
Exams: There will be a midterm and a final and NO MAKE-UP. If you miss the midterm due to illness I will need to be notified within 48 hours and original documentation in the form of a letter from your Dr. will need to be provided. The grade weight will then be transferred to the final. The midterm will be emailed at 8:00am on the day designated on the schedule. All answers will be due by 10:00am on the same day.
All exams will consist of T/F and MC questions.
The final will take place on July the 11th 8:00-10:00am.
Final: If the final is missed an INC grade will be assigned.
Grading: Participation on zoom at labs on designated days 15%, participation to
office hours 5%, midterm- 35%, final -45%
Your responsibility: You are responsible for all exercises at the back of each chapter after the material in the section they correspond to has been covered on the online lectures.
Labs: Lab sessions are exercise sessions and will be offered on the designated days on zoom 8-9:30am. You will be given exercises to prepare and are expected to be able to participate going through your solutions.
E-mail Correspondence: I will sometimes share information with you by e-mail. I will do so under the assumption that you check your e-mail at least once a day. I will not answer questions related to exercises by email.
Objectives: Learn the notions of continuous and discrete time stochastic processes. Understand Markov chains and the notion of recurrence. Learn counting processes and the Poisson process. Obtain knowledge of Brownian motion, Gaussian Processes, martingales and the notion of hitting times.
Intellectual Dishonesty
Hunter College regards acts of academic dishonesty (e.g., plagiarism, cheating on examinations, obtaining unfair advantage, and falsification of records and official documents) as serious offenses against the values of intellectual honesty. It is possible that some of the students will be randomly selected to be examined orally as an additional component to their final examination. The college is committed to enforcing the CUNY Policy on Academic Integrity and will pursue cases of academic dishonesty according to the Hunter College Academic Integrity Procedures.
ADA Compliance
In compliance with the American Disability Act of 1990 (ADA) and with Section 504 of the Rehabilitation Act of 1973, Hunter College is committed to ensuring educational
parity and accommodations for all students with documented disabilities and / or medical conditions. It is recommended that all students with documented disabilities (Emotional, Medical, Physical and / or Learning) consult the Office of Access ABILITY located in Room E1124 to secure necessary academic accommodations. For further information and assistance please call (212-772-4857)/TTY (212-650-3230).
Schedule
Office hours to be held on 06/05, 9-10am
Exercises to prepare for Lab 1 to be posted by 06/09
Complete L1-L4 by 06/11
Office hours to be held on 06/12, 9-10am
Lab 1 to be held on 06/13, 9-10:30am
Exercises to prepare for Lab 2 to be posted by 06/16
Complete L6-L7 by 06/18
Office hours to be held on 06/18, 9-10am
Lab 2 to be held on 06/20, 9-10:30am
Office hours to be held on 06/26, 9-10am
Exam to be held on 06/27, 8-10am
Exercises to prepare for Lab 3 to be posted by 06/30
Complete L10-L13 by 07/01
Office hours to be held 07/01, 10-11am*
Lab 3 to be held on 07/03, 9-10am
Office hours to be held 07/10, 9-10am
Final exam to be held on 07/11, 8-10am
Material in lectures
L1: 4.1-4.3, L2: 4.4-4.6, L3: 4.7-4.8, L4: 4.9, 4.11
L6: 6.1-6.3, L7: 6.4-6.6
L10: 5.1-5.3, L11: 5.4 and 10.1-10.2,
L12: 10.3 and 10.5, L13: 10.6-10.7
