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Course Offerings

Course Details

Fall 2009-2010
ORF 309 / EGR 309 / MAT 309  

Probability and Stochastic Systems

Erhan Çinlar

An introduction to probability and its applications. Random variables, expectation, independence. Poisson processes, Markov chains, and Brownian motion. Stochastic models of queues, population dynamics, and reliability.

Sample reading list:
Ross, Introduction to Probability Models
Bremaud, An Introduction to Probabilistic Modeling
Cinlar, Introduction to Stochastic Processes

Reading/Writing assignments:
The ten chapters of Ross, spaced through the semester.

Requirements/Grading:
Mid Term Exam - 20%
Final Exam - 40%
Other Exam - 20%
Problem set(s) - 20%

Other Requirements:
Course is required for concentrators
Not Open to Freshmen.

Prerequisites and Restrictions:
MAT 201 or Permission Of Instructor..

Schedule/Classroom assignment:

Class numberSectionTimeDaysRoomEnrollmentStatus
21672 L01 11:00 am - 11:50 am M W F   Friend Center   101   Enrolled:110 Limit:180
P01 7:30 pm - 8:20 pm M        Enrolled:0 Limit:56
P02 7:30 pm - 8:20 pm T        Enrolled:0 Limit:56
P03 3:30 pm - 4:20 pm M   Friend Center   108   Enrolled:0 Limit:30