Ward Whitt's Doctoral
Course - Fall 2012
IEOR E6711: Stochastic Models I
(for first-year doctoral students)
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Time and Place: Tuesdays and Thursdays,
4:10-5:25 pm, Room 227 Mudd (Section 001, Call Number 29393, 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: [email protected],
phone: 212-854-7255 and office: 801D Schapiro (CEPSR)
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Teaching Assistant: Haowen Zhong,
email: [email protected], office: Room 350 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 Haowen Zhong: Mondays, 9:00-10:00am, 350 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, October 7, 7:00-9:30pm
OLD EXAMS.
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Second Midterm Exam, Room, SUNDAY, November 18, 7:00-9:30pm
OLD EXAMS.
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Final Exam, Room 303 Mudd, Sunday, December 16, 2012, 7:00pm
OLD EXAMS.
