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  5. MATH 4320 - Introduction to Stochastic Processes

Undergraduate Studies

MATH 4320 - Introduction to Stochastic Processes

***This is a course guideline.  Students should contact instructor for the updated information on current course syllabus, textbooks, and course content*

Prerequisites: MATH 3338
Course Description: Generating functions, discrete and continuous versions of Poisson and Markov processes, branching and renewal processes, introduction to stochastic calculus and diffusion.
Textbook: 
  • Required Text: An Introduction to Stochastic Modeling | Edition: 4. Mark Pinsky. Elsevier Science. ISBN: 978-0123814166 
  • Additional text: Introduction to Probability Models by Sheldon Ross. ISBN: 978-0124079489
Course Content: Dynamical processes throughout science and economics are often influenced by random fluctuations. Mathematically, a dynamical model that explicitly includes random fluctuations is a stochastic process. Math 4320 will introduce you to both the theory and the applications of stochastic processes. We will first review probability theory before examining new material. In particular, we will discuss background in probability theory with emphasis on conditional expectations and conditional distributions. Then we will cover more advanced topics such as discrete-time Markov chains, Poisson process, continuous-time Markov chains.
Grading & Make-up Policy/Assignment & Exam Details: Please refer to your instructor's syllabus for this information.

 

CSD Accommodations:

Academic Adjustments/Auxiliary Aids: The University of Houston System complies with Section 504 of the Rehabilitation Act of 1973 and the Americans with Disabilities Act of 1990, pertaining to the provision of reasonable academic adjustments/auxiliary aids for students who have a disability. In accordance with Section 504 and ADA guidelines, University of Houston strives to provide reasonable academic adjustments/auxiliary aids to students who request and require them. If you believe that you have a disability requiring an academic adjustments/auxiliary aid, please visit The Center for Students with DisABILITIES (CSD) website at http://www.uh.edu/csd/ for more information.

Accommodation Forms: Students seeking academic adjustments/auxiliary aids must, in a timely manner (usually at the beginning of the semester), provide their instructor with a current Student Accommodation Form (SAF) (paper copy or online version, as appropriate) from the CSD office before an approved accommodation can be implemented.

Details of this policy, and the corresponding responsibilities of the student are outlined in The Student Academic Adjustments/Auxiliary Aids Policy (01.D.09) document under [STEP 4: Student Submission (5.4.1 & 5.4.2), Page 6]. For more information please visit the Center for Students with Disabilities Student Resources page.

Additionally, if a student is requesting a (CSD approved) testing accommodation, then the student will also complete a Request for Individualized Testing Accommodations (RITA) paper form to arrange for tests to be administered at the CSD office. CSD suggests that the student meet with their instructor during office hours and/or make an appointment to complete the RITA form to ensure confidentiality.

*Note: RITA forms must be completed at least 48 hours in advance of the original test date. Please consult your counselor ahead of time to ensure that your tests are scheduled in a timely manner. Please keep in mind that if you run over the agreed upon time limit for your exam, you will be penalized in proportion to the amount of extra time taken.

 

UH CAPS

Counseling and Psychological Services (CAPS) can help students who are having difficulties managing stress, adjusting to college, or feeling sad and hopeless. You can reach (CAPS) by calling 713-743-5454 during and after business hours for routine appointments or if you or someone you know is in crisis. No appointment is necessary for the "Let's Talk" program, a drop-in consultation service at convenient locations and hours around campus.