Ward Whitt's Doctoral
Course  Fall 2013
IEOR E6711: Stochastic Models I
(for firstyear doctoral students)

Time and Place: Tuesdays and Thursdays,
10:10am11:25 pm, Room 1220 Mudd (Section 001, Call Number 94692, 4.5 credits).

Textbooks

Required Text:
Sheldon Ross, Stochastic Processes,
second edition, John Wiley, New York, 1996, ISBN 0471120626.
(already in the bookstore)
Here is Sheldon himself.

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)

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 9780123756862.

Other Recommended Supplementary Texts
Other Recommended Supplementary Texts


Contact the Professor: email: ww2040@columbia.edu,
phone: 2128547255 and office: 801D Schapiro (CEPSR)

Teaching Assistant: Jing Guo,
email: jg3222@columbia.edu, office: Room 321 Mudd.

Optional Recitation Section: Sundays 7:009:00pm, 303 Mudd
Office Hours:

Professor Whitt: After class (TuTh) and by appointment
TA Jing Guo: Mondays, 2:003:00pm, 321 Mudd, and by appointment

Grading: two midterms 60%, final 40%. Homework used if on the borderline.




First Midterm Exam, SUNDAY, 303 Mudd, October 6, 710pm
OLD EXAMS.

Second Midterm Exam, Room 303 Mudd, Sunday, November 17, 710pm
OLD EXAMS.

Final Exam, Room 303 Mudd, Sunday, December 15, 711pm
OLD EXAMS.