LECTURER: Arthur Heinricher, Stratton 202A,
831-5397, heinrich@wpi

OFFICE HOURS:
W 9:00-10:30, Th 1:30-3:00, and by appointment.

TEXT: *Probability Models
* by Sheldon Ross (7th Edition)

WEB PAGE:
`http://www.math.wpi.edu/Course_Materials/MA509/`

**About the Course:**
Here is the semi-official course description:

This course gives students a background in the theory and methods of
probability, stochastic processes and statistics for applications. The
course begins with a brief review of basic probability, discrete and
continuous random variables, expectations, conditional probability and
basic statistical inference. Topics covered in greater depth include
basic stochastic processes, discrete and continuous-time Markov
chains, and Brownian motion.

In the text, we will be "covering" almost all of Chapters 1 through 5
as well as Chapter 10. Additional topics from othere chapters will be
introduced as needed and some additional materials on applications
will come from other sources.

**Course Goals:** During the next seven
weeks, you should learn how to:

1. Use the basic tools of probability theory to
analyze models for random phenomena.

2.

3.

**Course Structure:** The class meets every Monday
evening from 5:30 to 8:20 in SH203.

**Grading Scheme:**

Your course grade will be based on
homework sets, an in-class final exam, and a project.

__H____OMEWORK____:
__

At least ten homework sets will be collected
during the term. These will be problems from the text as well as
problems drawn from lecture.

__FINAL
EXAM__

There will be an comprehensive final exam final exam
on the next-to-last Monday of the term, December 10th.

You and a partner will complete a project exploring in greater depth
one of the topics or applications related to the course.

Maintained by: Arthur
Heinricher, <heinrich@wpi.edu>
Last modified: Wed Aug 22 11:03:33 EDT 2001