Ward Whitt's Doctoral
Course - Fall 2013
IEOR E6711: Stochastic Models I
(for first-year doctoral students)
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Time and Place: Tuesdays and Thursdays,
10:10am-11:25 pm, Room 1220 Mudd (Section 001, Call Number 94692, 4.5 credits).
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Textbooks
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Required Text:
Sheldon Ross, Stochastic Processes,
second edition, John Wiley, New York, 1996, ISBN 0-471-12062-6.
(already in the bookstore)
Here is Sheldon himself.
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Recommended Supplementary Text (same level): Samuel Karlin and Howard M. Taylor,
A First Course in Stochastic Processes, second edition,
Academic Press, New York, 1997,
ISBN 0123985528. (not needed, but might prove helpful)
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Recommended Supplementary Text (lower level): Sheldon Ross
Introduction to Probability Models, tenth edition,
Academic Press, New York, 2010. (Used in IEOR 3106 & 4106; older additions would be fine)
ISBN 978-0-12-375686-2.
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Other Recommended Supplementary Texts
Other Recommended Supplementary Texts
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Contact the Professor: email: ww2040@columbia.edu,
phone: 212-854-7255 and office: 801D Schapiro (CEPSR)
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Teaching Assistant: Jing Guo,
email: jg3222@columbia.edu, office: Room 321 Mudd.
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Optional Recitation Section: Sundays 7:00-9:00pm, 303 Mudd
Office Hours:
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Professor Whitt: After class (Tu-Th) and by appointment
TA Jing Guo: Mondays, 2:00-3:00pm, 321 Mudd, and by appointment
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Grading: two midterms 60%, final 40%. Homework used if on the borderline.
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First Midterm Exam, SUNDAY, 303 Mudd, October 6, 7-10pm
OLD EXAMS.
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Second Midterm Exam, Room 303 Mudd, Sunday, November 17, 7-10pm
OLD EXAMS.
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Final Exam, Room 303 Mudd, Sunday, December 15, 7-11pm
OLD EXAMS.