University of Arizona | Department of Mathematics | Misha Stepanov | MATH 468/568 | Syllabus

MATH 468/568
Applied Stochastic Processes

Section 001, Spring 2018

Classroom:  BIO W 210, TR, 2:00–3:15pm
Instructor:  Misha Stepanov
office: ENR2 N263
e-mail: stepanov@math.arizona.edu
phone: ☎ (520) 621-2685
Office Hours:  Tue 3:30–4:30pm; Wed 3–4pm (this one in MATH 220 tutoring room); Thu 12:45–1:45pm (subject to change)
Text:  introduction to stochastic processes P.G. Hoel, S.C. Port, C.J. Stone,
Introduction to stochastic processes

Important notes
• The grades for the course are posted.
• The final exam grades are posted.

Course description from UA Catalog: Applications of Gaussian and Markov processes and renewal theory; Wiener and Poisson processes, queues.

The objective of the course isto introduce the main ideas of stochastic processes and demonstrate how they can be used in applications. The topics covered include Markov processes (both discrete and continuous), Brownian motion, and a bit of stochastic differential equations.

Homework: Will be assigned regularly. Selected homework will be graded, and a final score of 150 points will be assigned. Homework is an essential component of the course, whether it is assigned for grading or not. Homework could be turned in in 1) class; 2) MATH 108 room (before 4:30pm); 3)  office (slide it under the door if I'm not there); 4) e-mail message. All penalties for late homeworks are at the discretion of your instructor. They could depend on how late it is, whether solutions are discussed in class before or not, etc. It is allowed to work together on homework problems, but the work you turn in must be your own.

Grading: The total number of points available on tests and homework is 550 = 150(homeworks) + 2×100(midterms) + 200(final exam). The two in-class midterms are scheduled for Tue, Feb 27 and for Tue, Apr 17. The final exam is on Mon, May 07, 3:30–5:30pm, in the same room where the class met all semester. The University's Exam regulations for final exam week will be strictly followed, in particular those regarding students with multiple exams on a single day. Grades will be no lower than set forth in the following table:

495 ≤ points ≤ 550 90% to 100%A
440 ≤ points ≤ 494 80% to 90%B
385 ≤ points ≤ 439 70% to 80%C
330 ≤ points ≤ 384 60% to 70%D
0 ≤ points ≤ 329   0% to 60%E

Withdrawing from the course: You can drop the course without W grade by Wed, Jan 24 (or Tue, Feb 6 for graduate students). If you withdraw from the course by Tue, Mar 27. The University allows withdraws after Tue, Mar 27, but only with the Dean's signature. Late withdraws will be dealt with on a case by case basis, and requests for late withdraw with a W without a valid reason may or may not be honored.

Incompletes: The grade of I will be awarded if all of the following conditions are met:
  1. The student has completed all but a small portion of the required work.
  2. The student has scored at least 50% on the work completed.
  3. The student has a valid reason for not completing the course on time.
  4. The student agrees to make up the material in a short period of time.
  5. The student asks for the incomplete before grades are due, 48 hours after the final exam.

Grade Policies of the University of Arizona.

Accessibility and accommodations: It is the University's goal that learning experiences be as accessible as possible. If you anticipate or experience physical or academic barriers based on disability, please let me know immediately so that we can discuss options. You are also welcome to contact Disability Resources, ☎ (520) 621-3268, to establish reasonable accommodations.

Please be aware that the accessible table and chairs in this room should remain available for students who find that standard classroom seating is not usable.

Attendance and Protocol: You are expected to be familiar with the University Class Attendance policy. It is your responsibility to stay informed of any announcements, syllabus adjustments, or policy changes.

The UA policy regarding absences for any sincerely held religious belief, observance or practice will be accommodated where reasonable. Absences pre-approved by the UA Dean of Students (or Dean's designee) will be honored.

You are expected to behave in accordance with the Student Code of Conduct and the Code of Academic Integrity. The University is committed to creating and maintaining an environment free of discrimination.

The information contained in this syllabus, other than the grade and absence policies, may be subject to change with reasonable advance notice, as deemed appropriate by the instructor.