Worcester Polytechnic Institute

MA509---Stochastic Modelling
Course Information - Fall 2001

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.



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.


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.


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.

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