Stats 620 (Winter 2017)
Applied Probability and Stochastic Modeling
Instructor: Edward Ionides
GSI: Hossein Keshavarz
email: hksh@umich.edu
GSI office hrs: Wednesday 1:30-3:30 in Science Learning Center (SLC) located at 1720 Chemistry.
Final exam: Monday, April 24, 1:30 pm - 3:30 pm
Course notes:
Review of probability
The Poisson process
Renewal Theory
Markov Chains
Continuous-time Markov Chains
Martingales
Brownian motion and diffusion processes
Homework and solutions:
HW1
:
solutions
HW2
:
solutions
HW3
:
solutions
HW4
:
solutions
HW5
:
solutions
HW6
:
solutions
HW7
:
solutions
HW8
:
solutions
HW9
:
solutions
HW10
:
solutions
Midterm exam:
information
Winter 2017 midterm exam, with
solutions and a
histogram of scores
Winter 2015 midterm exam, with
solutions
Fall 2013 midterm exam, with
solutions
Fall 2012 midterm exam, with
solutions
Fall 2011 midterm exam, with
solutions
Final exam:
information
Winter 2017 Final exam, with
solutions
Winter 2015 Final exam, with
solutions
Fall 2013 Final exam, with
solutions
Fall 2012 Final exam, with
solutions
Fall 2011 Final exam, with
solutions
Until 2013, there used to be a probability qualifying exam. These give additional challenging problems on the Stats 620 material, that you may optionally want to try:
Applied Probability qualifying exam questions, Summer 2013, with
solutions
Applied Probability qualifying exam questions, Summer 2012, with
solutions
Applied Probability qualifying exam questions, Summer 2011, with
solutions
Applied Probability qualifying exam questions, Summer 2010, with
solutions
Applied Probability qualifying exam questions, Summer 2009, with
solutions
Applied Probability qualifying exam questions, Summer 2008, with
solutions