Spring 2018: Introduction to Probability Modeling (36-410)

Instructor Information

Instructor: Siva Balakrishnan
Email: siva@stat.cmu.edu
Office Hours: Tuesday: 1:30PM - 2:30PM
Location: BH 132K

TA Information

TA: Ilmun Kim
Email: ilmunk@andrew.cmu.edu
Office Hours: Thursday: 9:30AM - 10:30AM
Location: WH 4625

TA: Boyan Duan
Email: boyand@andrew.cmu.edu
Office Hours: Wednesday: 10:00AM - 11:00AM
Location: BH 232K

Course Description

Stochastic processes are ways of quantifying the dynamic relationships of sequences of random events. Stochastic models play an important role in elucidating many areas of the natural, managerial, and engineering sciences. They can be used to analyze the variability inherent in biological and medical processes, to deal with uncertainties affecting managerial decisions, and with the complexities of psychological and social interactions, and to provide new perspectives, methodology, models and intuition to aid in other mathematical and statistical studies. This course in intended as an introduction to stochastic models for students familiar with elementary probability. The course aims to bridge the gap between a first course in mathematical probability and an intermediate level course in stochastic processes.

Course Syllabus

The syllabus provides information on grading, late HW policies, class policies etc.

Course Calendar:

The calendar has an approximate week-by-week schedule. Consult this document to know when the in-class exams are.

Lecture Notes

  • Lecture 5 Notes
  • Lecture 6 Notes
  • Lecture 7 Notes
  • Lecture 8 Notes
  • Lecture 9 Notes
  • Lecture 10 Notes
  • Lecture 11 Notes
  • Lecture 12 Notes
  • Lecture 13 Notes
  • Lecture 14 Notes

  • Assignments

  • Assignment 1: Due on 1/26 at 3pm.
  • Assignment 2: Due on 2/2 at 3pm.
  • Assignment 3: Due on 2/9 at 3pm.
  • Assignment 4: Due on 2/16 at 3pm.
  • Assignment 5: Due on 3/2 at 3pm.
  • Assignment 6: Due on 3/9 at 3pm.

  • Assignment solutions

  • Assignment 1 Solutions
  • Assignment 2 Solutions
  • Assignment 3 Solutions
  • Assignment 4 Solutions

  • Practice Exams

  • Practice Exam 1
  • Practice Exam 2