2018 Fall Course Syllabus - Mathematics 4033.002
Course: Mathematics 4033.002.
Course Title: Probability Theory II.
Time: M W F 2:00-2:50PM.
Place: Wachman 407.
Instructor: Atilla Yilmaz.
Instructor Office: Wachman 612.
Instructor Email: atilla.yilmaz@temple.edu
Instructor Phone: (215) 204-7846.
Course Web Page: Please check Canvas regularly for announcements, exam dates, weekly problem sets, etc
Office Hours: M W F 3:00-4:00PM or by appointment.
Prerequisites: Probability Theory I (or equivalent).
Textbook: Introduction to Stochastic Processes by Gregory F. Lawler, Second Edition, 2006.
Course Goals: To introduce some of the basic models, concepts, results and techniques in the study of stochastic processes and to touch upon applications along the way.
Topics Covered: The section numbers below in parentheses refer to the textbook (see above) which will be followed closely. Any changes or deviations will be announced. Preliminaries (0.1 - 0.3); finite Markov chains (1.1 - 1.6); countable Markov chains (2.1 - 2.4); continuous-time Markov chains (3.1 - 3.4); martingales (5.1 - 5.6); renewal processes (6.1 - 6.4); Brownian motion (8.1 - 8.8).
Course Grading: Weekly homework 20%; first midterm 20%; second midterm 20%; final exam 35%; participation 5%.
Exam Dates: Midterm exams TBA (during regular class time); final exam on Monday, December 17 from 1:00-3:00PM.
Attendance Policy: You are expected to attend the lectures. I will not pass around an attendance sheet, but I will know who is there. The participation component of your grade will not be based solely on attendance.
Homework: Problem sets will typically be assigned every Friday afternoon (on Canvas), due right before the following Friday's lecture (in person). Late homework will not be accepted. At the end of the semester, your lowest homework score will be dropped.
Make-up: An excused absence for an exam requires notification to the instructor before the exam, followed by valid documentation. Otherwise, you will receive "0" for missed exams.
Any student who has a need for accommodation based on the impact of a disability should contact me privately to discuss the specific situation as soon as possible. Contact Disability Resources and Services at (215) 204-1280, 100 Ritter Annex, to coordinate reasonable accommodations for students with documented disabilities.
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The grade "I" (an "incomplete") is only given if students cannot complete the course work due to circumstances beyond their control. It is necessary for the student to have completed the majority of the course work with a passing average and to sign an incomplete contract which clearly states what is left for the student to do and the deadline by which the work must be completed. The incomplete contract must also include a default grade that will be used in case the "I" grade is not resolved by the agreed deadline. See the full policy by clicking here. (Opens in new tab/window)