Spring 2009
Book: Essentials of Stochastic Processes by Rick Durrett
Location: Science Center 145
Grading:
| 10% | Project |
| 20% | Participation |
| 30% | Homework |
| 40% | Final |
Overview:
We definitely want to get through Chapters 1-4 of our text, including the last two chapters if time allows. We will occasional need material from other books as well.
Project:
Each student will individually investigate a topic of their own choosing and present their findings to the class. This could be on an application of Markov Chains or on another aspect of Probability. The topic must be approved by the instructor before spring break.
Participation:
The only way a seminar can work is if all the participants are activiely engaged in the discussions and respectful of their classmate's input. Thus a good sized chunk of your grade will reflect your ability to do this. Students will take turns presenting the material and solutions to the homework.
Homework:
There will be regular (bi-weekly?) homework assignments. Students may work together but each write up must be individual work. No late homework will be accepted.
Exam:
There will be a take home final exam.