100382 Stochastic Processes

Course offering details

Instructors: Dr. Keivan Mallahi Karai

Type: Lecture

Org-unit:

Course Name Abbreviation: StochProc

Hours per week: 3

Credits: 7.50

Min. | Max. participants: - | -

Partial Grades:
Final Exam (40%)
Assignments (30%)
Midterm Exam (30%)

Official Course Description:
Stochastic processes are nondeterministic phenomena evolving over time in a manner controlled by the laws of probability. Of particular interest in the study of their behaviour is the relationship between the future of a process and its past and also its long run behaviour. The theory of stochastic processes has a vast array of applications. The course will provide an introduction to the theory of stochastic processes, in particular: finite and countable Markov chains, random walks, first elements of diffusion processes, stationary processes.

Literature
Primary Text
Required Reading (To view a list click a category.)
Recommended Reading (To view a list click a category.)
Appointments
Date From To Room Instructors
1 Wed, 2. Feb. 2011 11:15 12:30 East Hall 2 Dr. Keivan Mallahi Karai
2 Fri, 4. Feb. 2011 08:15 09:30 East Hall 2 Dr. Keivan Mallahi Karai
3 Wed, 9. Feb. 2011 11:15 12:30 East Hall 2 Dr. Keivan Mallahi Karai
4 Fri, 11. Feb. 2011 08:15 09:30 East Hall 2 Dr. Keivan Mallahi Karai
5 Wed, 16. Feb. 2011 11:15 12:30 East Hall 2 Dr. Keivan Mallahi Karai
6 Fri, 18. Feb. 2011 08:15 09:30 East Hall 2 Dr. Keivan Mallahi Karai
7 Wed, 23. Feb. 2011 11:15 12:30 East Hall 2 Dr. Keivan Mallahi Karai
8 Fri, 25. Feb. 2011 08:15 09:30 East Hall 2 Dr. Keivan Mallahi Karai
9 Wed, 2. Mar. 2011 11:15 12:30 East Hall 2 Dr. Keivan Mallahi Karai
10 Fri, 4. Mar. 2011 08:15 09:30 East Hall 2 Dr. Keivan Mallahi Karai
11 Wed, 9. Mar. 2011 11:15 12:30 East Hall 2 Dr. Keivan Mallahi Karai
12 Fri, 11. Mar. 2011 08:15 09:30 East Hall 2 Dr. Keivan Mallahi Karai
13 Wed, 16. Mar. 2011 11:15 12:30 East Hall 2 Dr. Keivan Mallahi Karai
14 Fri, 18. Mar. 2011 08:15 09:30 East Hall 2 Dr. Keivan Mallahi Karai
15 Wed, 23. Mar. 2011 11:15 12:30 East Hall 2 Dr. Keivan Mallahi Karai
16 Fri, 25. Mar. 2011 08:15 09:30 East Hall 2 Dr. Keivan Mallahi Karai
17 Wed, 30. Mar. 2011 11:15 12:30 East Hall 2 Dr. Keivan Mallahi Karai
18 Fri, 1. Apr. 2011 08:15 09:30 East Hall 2 Dr. Keivan Mallahi Karai
19 Wed, 6. Apr. 2011 11:15 12:30 East Hall 2 Dr. Keivan Mallahi Karai
20 Fri, 8. Apr. 2011 08:15 09:30 East Hall 2 Dr. Keivan Mallahi Karai
21 Wed, 13. Apr. 2011 11:15 12:30 East Hall 2 Dr. Keivan Mallahi Karai
22 Fri, 15. Apr. 2011 08:15 09:30 East Hall 2 Dr. Keivan Mallahi Karai
23 Wed, 27. Apr. 2011 11:15 12:30 East Hall 2 Dr. Keivan Mallahi Karai
24 Fri, 29. Apr. 2011 08:15 09:30 East Hall 2 Dr. Keivan Mallahi Karai
25 Wed, 4. May 2011 11:15 12:30 East Hall 2 Dr. Keivan Mallahi Karai
26 Fri, 6. May 2011 08:15 09:30 East Hall 2 Dr. Keivan Mallahi Karai
27 Wed, 11. May 2011 11:15 12:30 East Hall 2 Dr. Keivan Mallahi Karai
28 Fri, 13. May 2011 08:15 09:30 East Hall 2 Dr. Keivan Mallahi Karai
Course specific exams
Description Date Instructors Mandatory
1. Final Exam Sat, 21. May 2011 09:00-11:00 Dr. Keivan Mallahi Karai No
1. Assignments No Date No
1. Midterm Exam Time tbd No
Contained in course catalogues
Course catalogue
Course Catalogue > School of Engineering and Science > Undergraduate Programs > Mathematics
Class Session Overview
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Instructors
Dr. Keivan Mallahi Karai