Professor Ward Whitt, Room 304 Mudd, Email: ww2040@columbia.edu, Phone: 212-854-7255

• Sample Entertainment

• Course Description

• Syllabus

• Logistics

  • Time and Place: Mondays and Wednesdays, two classes each day: 10:00-11:15am and 2:00-3:15pm, 833 Mudd (Call number 91896)

  • Two Recitation Sections: Sundays, 4:00-6:00pm (Guodong Pang) and Tuesdays 7:30-9:00pm (Yori Zwols)

    • (TA's go over homework assignments before they are due.)

  • Prerequisite: a first course in probability, such as IEOR 3600, IEOR 4105 or SIEO 4150

  • Required Text for this course: Sheldon Ross, Introduction to Probability Models, ninth edition, Academic Press, New York. Here is Sheldon himself. (This is a new edition; it came out late in 2006: ISBN Number 0-12-598062-0). We will also discuss topics such as martingales, which are not covered by this Ross book. I will draw upon Professor Karl Sigman's 2006 IEOR 4701 Course Notes.

    • Recommended background text on basic probability: Sheldon Ross, A First Course in Probability, sixth edition.

      (This covers prerequisite material, overlapping with Chapters 1-3 of our textbook, but it might be helpful to have another basic probability text available.)

    • 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.

    • Recommended Motivational Reading on Risk and Uncertainty: Why is this course important? Against the Gods, The Remarkable Story of Risk by Peter L. Bernstein, Wiley, 1996, ISBN 978-0-471-12104-6.

• Human Contact

  • Communicate with the Professor, Office: 304 Mudd: ww2040@columbia.edu or 212-854-7255

    • Office Hours: Mondays and Wednesdays immediately after class or by appointment

  • Teaching Assistants:

    1. Doctoral student Yori Zwols, 325 Mudd: yz2198@columbia.edu. Yori will lead the Tuesday recitations and hold office hours in Room 325 Mudd on Thursdays at 2:00-3:00pm. He is also available by appointment. UP TO WEDNESDAY, AUGUST 1.

    2. Doctoral student Guodong Pang gp2224@columbia.edu. Guodong will lead the Sunday recitations and hold office hours in Room 325 Mudd on Fridays at 2:00-3:00pm. He is also available by appointment. UP TO WEDNESDAY, AUGUST 1.

    3. Doctoral student Yunan Liu yl2342@columbia.edu. STARTING THURSDAY, AUGUST 2. Yunan will lead both recitations (on Sundays and Tuesdays) and hold office hours in Room 323 Mudd on Thursdays and Fridays at 2:00-3:00pm. He is also available by appointment.

    4. Doctoral student Ohad Perry op2105@columbia.edu. STARTING THURSDAY, AUGUST 16. He will hold office hours in Room 313A Mudd at 2:00pm on Friday, August 17, and lead the final Sunday recitation on August 19. He is also available by appointment starting on August 17.

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