The course will closely follow the course textbook:
Required Text: Sheldon Ross,
Introduction to Probability Models, ninth edition, Academic Press, New York.
(This is edition came out at the end of 2007.)
The first two weeks: Chapters 1-3: a review of probability theory.
The next few weeks, leading up to the first midterm exam: Chapter 4: discrete-time Markov chains (DTMC's).
The middle portion of the course, leading up to the second midterm exam: Chapters 5 and 6: the exponential distribution, Poisson process and continuous-time Markov chains (CTMC's).
The final part of the course, leading up to the final exam: Chapters 7 and 10: renewal processes and Brownian motion.
