MAT 135B: Stochastic Processes (Spring 2017) 
     MWF 11-11:50AM: 55 Roessler.

          Office Hours: Wednesdays 4-5 in MSB 2127

PREREQUISITES: An excellent knowledge of calculus and basic linear algebra and an ability to understand a mathematical proof (i.e., courses 21ABC, 67, and 25). You also need to have working knowledge of the material from MAT135A or STA131A, covered by Chapter 1-8 of the lecture notes available on the materials page. You are responsible for satisfying the prerequisites!

TEXTBOOK: Lecture notes are available free of charge at the materials page. Chapters 9-18 will be covered. For additional reading, you can use the book Introduction to Probability Models, 9th Edition, by Sheldon Ross (Elsevier, 2007). Earlier (or later) editions are fine. Sections covered: 3.1-3.6, 4.1-4.8, 5.1-5.3.


Course grade will be based on the following:

  • Midterm Exam 1 (Monday, May 1, in class): 100 points,
  • Midterm Exam 2 (Wednesday, May 31, in class): 100 points,
  • Final (Tuesday, June 13, 8am-10am): 200 points,
  • TOTAL: 400 points.
  • Students who receive 50% or better in the class will be guaranteed a grade of C- (or better). Students who receive 80% or better will be guaranteed an A- (or better). 


    Tuesday meeting is a discussion session, lead by the TA, and devoted to homework and further elaboration on lecture material. Attendance of discussion sessions is mandatory.

    Please bear in mind that talking, cellphone ringing, newspaper reading, etc. disrupt the lectures.

    If you have any problem at all that requires special accommodation, please let me know well in advance! In particular, the Student Disability Center asked me to post this message:

    Practice exams (with solutions) are available on the materials page. However, material presented in the lectures will be the basis for the exams.

    Use of books, notes, and calculators will not be allowed on any exam.

    Homework policy: homework will be assigned but not collected; you are strongly encouraged to do it. Homework problems (perhaps slightly changed) will appear on the exams.

    There will be no make-up exams. A missed exam counts as 0 points. If you miss the final you will automatically receive an F. The grade I (Incomplete) will not be given in any circumstances.

    Solutions for the midterms will be posted on the materials page.


  • If you want a math department computer account, please visit the class accounts page. You will have access to MATLAB, which is used for almost all computations I do for this class.
  • Book by C. M. Grinstead and J. L. Snell, Introduction to Probability and other materials.
  • A book on basic probability and statistics, which can be viewed online or downloaded (developed at Rice University).
  • Introduction to probability, an online tutorial with many demos, part of statistics tutorial Hyperstat from Rice University.
  • Virtual Laboratories in Probability and Statistics from University of Alabama.
  • The award--winning MS-DOS based program GASP can be downloaded from psoup. Mathematically, this is a great program (the best I know of), although the graphics are dated and it may not be easy to make it run on your computer. One way to do it is via the DOS emulator DOSbox. Here are some tips from one of the program's authors.
  • How to Gamble if You Must by Kyle Siegrist.
  • Random Walks and Electric Networks by P. G. Doyle, J. L. Snell.