MAT 135B: Stochastic Processes (Spring 2015), CRN 39512
     Lectures: MWF 11:00-11:50AM, CHEM 166
Discussions: T 0510-0600 PM HUTCH 102


PREREQUISITES:An excellent knowledge of calculus and basic linear algebra and an ability to understand a mathematical proof (i.e., courses 21ABC, 25, 67, and 125). 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: You have two options. Janko Gravner's lecture notes are available free of charge at the materials page. Chapters 9-18 will be covered. You may also choose to purchase the book Introduction to Probability Models, 9th Edition, by Sheldon Ross (Elsevier, 2009). The sections covered: 3.1-3.6, 4.1-4.8, 5.1-5.3. Earlier (or, presumably later) editions of the book are also fine.

GRADE: Course grade will be based on the following:


Thursday meeting (5:10-6:00pm, HUTCH 102) is a discussion session, lead by Indrajit Jana, and devoted to quizzes, 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. Use of computers, cellphones, recorders, or any other electronic devices during lectures is not allowed.

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:

Sample exams (with solutions) from the last time I taught the course are available at the materials page. However, material presented in the lectures will be the basis for the exams.

Use of books, notes, calculators, or anything else but pencil and paper, 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) may appear on the exams. See the Homework assignments page for homework information.

Also, 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. Be aware that, due to a recent policy change, the grade NS (Enrolled No Work Submitted) no longer exists, so you will receive an F if you submit no work.

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


  • 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.