MTH463/MTH563
- Stochastic Processes
Announcements
1. A good source for the background
material in probability theory that will be
reviewed in the first lectures is:
Fundamentals of Probability, with Stochastic Processes, Third Edition,
S.
Ghahramani, Pearson Prentice Hall, 2005.
(Posted 01/11/11)
2. Final
exam announcement
(a) The final exam will be held on Monday, May 9, from 11:45AM -
02:45PM in Cooke 121.
(b) Please arrive at Cooke 121 10 minutes early.
(c) No books or class notes will be permitted. A calculator will be
allowed.
(d) Please bring two letter-size papers (8.5"x11"), which you prepare,
with formulas,
definitions and other info you find appropriate. These papers can be
hand-written
(no need to type using a computer). You can use both the front and the
back side of
each of the two papers.
(e) Regarding material covered by the final exam, please follow the
information page that was given
during the last class.
(Posted 05/04/11)
3. Format
of the final exam
(a) There are three questions.
MTH463 students should
answer two out of the three questions.
If you answer three questions you should clearly mark the two that you
want me to grade.
MTH563 students
should answer all three questions.
(b) There is one problem on material of chapter VIII, one
problem on
material of chapter V, and one problem on material of chapters III and
IV.
(Posted 05/04/11)
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