308-760B, 189-671B Applied Stochastic Processes- Winter '08

Course Info

Time & Place: Tues and Thurs 11:30-13:00, Room 320 McConnell Engineering Building.`
Bruce Reed MC301, breed@cs.mcgill.ca
Office Hours: Tuesday 14:30-16:30.
Teaching Assistant:
Nicolas Sonnerat Burnside 1140, sonnerat@math.mcgill.ca
Office Hours: Wednesday 2-4

Prerequisite: An undergraduate course on probability

Course Outline

As discussed in class, We will hold four make up classes, since I was away january 8th and 10th and will be away on March 25th and 27th. These classes will all be held on Fridays from 11:30-13:00. The first will be on Feb 1 in McConnell 103. The second will be on March 7th in McConnell 320. The third will be on March 14th.

The review session will be held at 10:30 April 18th in MC320.

The exam will be held 11:30-14:30 April 22nd in MC103.

List of Lecture Topics


Assignments: 25% Midterm: 25% Final 50%


Probability and Random Processes
Geoffery Grimmett and David Stirzaker
Oxford University Press


Assignment 1

Assignment 2

Assignment 3

Assignment 4

Assignment Solutions