SEEM 3570: Stochastic Models
2012-13 Second Term
Homework 4 has been
graded. You can pick it in ERB 511D.
solution for homework 4 is now available.
NEW: There will be a review session for the final examination on May 13, 2013, at 1:15pm in ERB 407.
NEW: The final examination will cover Handouts 8-12 (except Section 3 of Handout 10). You are allowed to bring your calculator (but no laptop computers) and one A4-sized cheat sheet. You can write/print on both sides of the cheat sheet, but no other material will be allowed. It is YOUR responsibility to make sure that the cheat sheet you bring to the exam conforms to the requirement. If there is any doubt, please contact the teaching staff BEFORE the exam.
NEW: Tutorial note 10 is now available.
Homework 4 is now posted. It is
due at 5pm on April 26, 2013.
Homework 3 has been graded. You can pick it in ERB 615.
- Instructor: Anthony Man-Cho So
Hours: Wednesdays 2:30pm - 4:00pm,
or by appointment, in ERB 604
Weijie Wu (firstname.lastname@example.org)
Office Hours: Mondays 12:30pm - 1:30pm, or by appointment, in ERB 615
Fai Lung Wong, Frank
Office Hours: Tuesdays 12:30pm - 1:30pm, or by appointment, in ERB 905
Office Hours: Thursdays 10:30am - 11:30am, or by appointment, in ERB 511D
Lecture Hours/Venue: Wednesdays 9:30am - 12:15pm, in SWH 2 (Fung King Hey Bldg Swire
Tuesdays 4:30pm-5:15pm in LHC G03 (Y.C.Liang Hall)
Thursdays 5:30pm -6:15pm in ERB 405 (WMMW
this course we will develop techniques for incorporating randomness in models
of real-world phenomena and study how to analyze such models using tools from
probability and statistics. Specifically, we will first study econometric
models that arise in the business, finance, and more generally, social sciences
areas, and see how they can be used for forecasting and policy analysis
purposes. In the process, we will develop the necessary statistical machinery
to analyze those models. Then, we will cover the basics of stochastic
processes, with particular emphasis on the theory of Markov chains.
Applications, such as queueing systems, random walks
and birth-death processes, will be used to illustrate the theory.
should have workable knowledge in basic probability and statistics, at the
level of SEEM 2430 or equivalent.
Students may find the
following textbooks useful for this course:
A. Johnson, Probability and Statistics for Engineers (7th Edition),
Pearson Education, Inc., 2005.
S. Hillier, Gerald J. Lieberman, Introduction to Operations Research (8th
Edition), McGraw-Hill, Inc., 2005.
S. Pindyck, Daniel L. Rubinfeld,
Econometric Models and Economic Forecasts (4th Edition),
McGraw-Hill, Inc., 1997.
M. Ross, Introduction to Probability Models (9th Edition), Academic
will also be posted below as the course progresses.
Homework Sets (Assignment Box: D07)
Solutions to Assignments
May 02, 2013