▪  S. Karlin and H. Taylor, A First Course in Stochastic Processes, contains a more theoretical treatment of many of the topics of this course.

▪  P. Hoel, S. Port, and C. Stone, Introduction to Stochastic Processes, is a classical introduction to stochastic processes.

▪  H. Taylor and S. Karlin, An Introduction to Stochastic Modeling, is similar in breadth and depth as our textbook.

Prerequisites:  Math 244 or Math 333, and Math 337, all with a grade of C or better, and familiarity with basic ordinary differential equations.

Grading Policy:  The final grade in this course will be determined as follows: 

Examinations:  There will be a midterm examination and a final examination. The midterm examination will occur before the "drop'' deadline. The final examination date, time, and location will be determined by the university.

Homework:  Homework assignments/projects will be given frequently. Each assignment must be turned in at the beginning of class. Late assignments are NOT accepted. Early assignments are always welcomed and are appropriate for preplanned absences from class. Even though not every problem in an assignment may be graded, you are expected to attempt all of them. As a standing assignment, you should read the relevant sections of the textbook prior to lecture.

Quizzes:  From time to time, quizzes may be given. Make up quizzes are NOT given.

Attendance:  Attendance at and participation in all lectures is expected. If you know in advance that you will be absent from class for a legitimate reason, please tell me prior to your absence so that appropriate arrangements (if any) can be made. Tardiness to class is very disruptive of the classroom environment and should be avoided.

Honor Code:  The NJIT Academic Integrity Code applies to all activities associated with the course, including but not limited to homework, quizzes, examinations, and projects. As an example, when you submit a homework assignment, you are certifying that your paper contains only your work and is not copied from other people or sources.

MATH DEPARTMENT CLASS POLICIES LINK 

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. For DMS Course Policies, please click here.

Prepared By:  Prof. David Horntrop

Last revised:  January 25, 2013