Math 691: Stochastic Processes with Applications
Fall 2017 Graduate Course Syllabus
NJIT Academic Integrity Code: All Students should be aware that the Department of Mathematical Sciences takes the University Code on Academic Integrity at NJIT very seriously and enforces it strictly. This means that there must not be any forms of plagiarism, i.e., copying of homework, class projects, or lab assignments, or any form of cheating in quizzes and exams. Under the University Code on Academic Integrity, students are obligated to report any such activities to the Instructor.
Course Information
Course Description: Renewal theory, renewal reward processes and applications. Homogeneous, non-homogeneous, and compound Poisson processes with illustrative applications. Introduction to Markov chains in discrete and continuous time with selected applications.
Number of Credits: 3
Prerequisites: MATH 662.
Course-Section and Instructors
| Course-Section |
Instructor |
| Math 691-101 |
Professor S. Subramanian |
Office Hours for All Math Instructors: Fall 2017 Office Hours and Emails
Required Textbooks:
| Title |
Introduction to Probability Models |
| Author |
Sheldon M. Ross
|
| Edition |
11th
|
| Publisher |
Academic Press |
| ISBN # |
978-0124079489
|
University-wide Withdrawal Date:The last day to withdraw with a w is Monday, November 6, 2017. It will be strictly enforced.
Course Goals
Course Objectives: This course will teach students concepts of stochastic processes such as Markov chains, Poisson processes, and renewal processes.
Course Outcomes: On successful completion student will be able to demonstrate problem solving skills involving stochastic calculations and show understanding and knowledge of:
- Conditioning in probability and statistics
- Homogeneous and non-homogeneous Poisson processes
- Discrete and continuous Markov chains
- Renewal theory, renewal reward processes and applications
- Application of stochastic models in science and engineering
Course Assessment: Will be based on regular homework, one midterm exam and one final exam.
Policies
DMS Course Policies: All DMS students must familiarize themselves with, and adhere to, the Department of Mathematical Sciences Course Policies, in addition to official university-wide policies. DMS takes these policies very seriously and enforces them strictly.
Grading Policy: The final grade in this course will be determined as follows:
| Homework and Quizzes |
25% |
| Midterm Exam |
40% |
| Final Exam |
35% |
Your final letter grade will be based on the following tentative curve.
| A |
90 - 100 |
C |
68 - 74 |
| B+ |
85 - 89 |
D |
50 - 67 |
| B |
80 - 84 |
F |
0 - 49 |
| C+ |
75 - 79 |
|
|
Attendance Policy: Attendance at all classes will be recorded and is mandatory. Please make sure you read and fully understand the Math Department’s Attendance Policy. This policy will be strictly enforced.
Homework and Quiz Policy: Homework assignments are due within a week unless announced otherwise by instructor. Late homework will not be accepted.
Exams: One in-class midterm examination and one final examination will be given as shown below. The midterm exam date is tentative and may be subject to change.
| Midterm Exam |
October 19, 2017 |
| Final Exam Period |
December 15 - 21, 2017 |
The final exam will test your knowledge of all the course material taught in the entire course. Make sure you read and fully understand the Math Department's Examination Policy. This policy will be strictly enforced.
Makeup Exam Policy: To properly report your absence from a midterm or final exam, please review and follow the required steps under the DMS Examination Policy found here:
Cellular Phones: All cellular phones and other electronic devices must be switched off during all class times.
Additional Resources
Accommodation of Disabilities: Disability Support Services (DSS) offers long term and temporary accommodations for undergraduate, graduate and visiting students at NJIT.
If you are in need of accommodations due to a disability please contact Chantonette Lyles, Associate Director of Disability Support Services at 973-596-5417 or via email at lyles@njit.edu. The office is located in Fenster Hall, Room 260. A Letter of Accommodation Eligibility from the Disability Support Services office authorizing your accommodations will be required.
For further information regarding self identification, the submission of medical documentation and additional support services provided please visit the Disability Support Services (DSS) website at:
Important Dates (See: Fall 2017 Academic Calendar, Registrar)
| Date |
Day |
Event |
| September 5, 2017 |
T |
First Day of Classes |
| September 11, 2017 |
M |
Last Day to Add/Drop Classes |
| November 6, 2017 |
M |
Last Day to Withdraw |
| November 21, 2017 |
T |
Thursday Classes Meet |
| November 22, 2017 |
W |
Friday Classes Meet |
| November 23 - 26, 2017 |
R - Su |
Thanksgiving Break - University Closed |
| December 13, 2017 |
W |
Last Day of Classes |
| December 14, 2017 |
R |
Reading Day |
| December 15 - 21, 2017 |
F - R |
Final Exam Period |
