Stat 620 (Fall 2009)
Applied Probability and Stochastic Modeling
Instructor: Ed Ionides
GSI: Adelle Wang
email: wzhen@umich.edu
GSI office hrs: Mon 3-5 in 443 West Hall
Course notes:
Review of probability
The Poisson process
Note on an application of the memoryless property in Class 4
Renewal Theory
Markov Chains, Part (i)
Markov Chains, Part (ii)
Continuous-time Markov Chains
Martingales
Homework and solutions:
HW1
:
solutions
HW2
:
solutions
HW3
:
solutions
HW4
:
solutions
HW5
:
solutions
Midterm exam:
information
Fall 2009 midterm exam, with
solutions
Fall 2008 midterm exam, with
solutions
Fall 2007 midterm exam, with
solutions
Fall 2006 midterm exam, with
solutions
sample questions, with
solutions
HW6
HW7
Final exam:
information and
sample questions with
solutions
Fall 2006 Final exam , with
solutions
Fall 2007 Final exam , with
solutions
Fall 2008 Final exam , with
histogram of scores
Applied Probability PhD qualifying exam questions:
Applied Probability qualifying exam questions, Summer 2007, with
solutions
Applied Probability qualifying exam questions, Summer 2008, with
solutions
Applied Probability qualifying exam questions, Summer 2009, with
solutions
More problems of equivalent level to the applied probability qualifying exam, without solutions