Stat 620 (Fall 2009)
Applied Probability and Stochastic Modeling

Instructor: Ed Ionides

Course information: syllabus, office hrs and exam times

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, plus an extra detail on the proof of the martingale convergence theorem
Random Walks

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 : solutions
HW7 : solutions
HW8
HW9

Final exam: information
Fall 2008 Final exam , with histogram of scores (solutions to follow soon)
Fall 2007 Final exam , with solutions
Fall 2006 Final exam , with solutions
sample questions, with solutions

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