Stochastic Processes
				STA 5643 (Fall 1999)


Instructor: 		Dr. Ming-Ying Leung
			Office: SB 4.01.22, Phone: 458-5535
			Email: mleung@utsa.edu
			Internet: http://www.math.utsa.edu/~leung/

Office Hours: 		TR 11:00 am - 12:30 pm or by appointment
			
Text:  			"Stochastic Processes", 2nd Edition, by Sheldon Ross


Course Objective:	To introduce the mathematical concepts of stochastic processes as a 
collection of random variables, and their applications as probabilistic 
models in sciences and engineering.

Course Description:	This course will cover Poisson processes, renewal theory, Markov chains 
and Markov processes. Applications in queuing theory, analysis of 
algorithms, and molecular genetics will be discussed if time permits.

Syllabus:  		Chapter 1	Preliminaries in probability
			Chapter 2	Poisson process
			Chapter 3 	Renewal theory
			Chapter 4	Markov chains
			Chapter 5	Continuous-time Markov chains
 

Grading:	Homework: 		40%	(Due in class every Thursday except on exam dates)
		Exam 1: 		20% 	(In class Thursday, 9/30)
		Exam 2:			20% 	(In class Thursday, 11/4)
		Take Home Final:	20%	(Due Tuesday 12/14 by 7:45 pm.)


NO MAKEUP EXAM will be given except for emergency or medical reasons. In such cases, 
the student should submit a written request accompanied by official documents to arrange for a 
makeup test. Overdue assignments will only be accepted for a good reason. However, the 
instructor reserves the right to discount part or all of the credit for any late homework.


LAST DAY TO DROP an individual course is 10/29/99.