STA 756 Stochastic Modeling II

Topics Covered:

Continuous time Markov chains; statistical inference of stochastic models; hidden Markov chains; diffusion processes; renewal theory; simulation techniques; Markov chain Monte Carlo methods.

Prerequisites:	STAT 755
Textbook:	Sheldon Ross, Introduction to Probability Models, 9th Edition
Class Time and Location:	TR 10:00-11:15am -- CBC C321
Instructor:	Amei Amei Office: CDC-814 Telephone: 702-895-5159 E-mail: amei.amei@unlv.edu
Office Hours:	TR 12:00-1:00pm and by appointment

Homework Assignments

Supplement Text: Stochastic Modeling of Scientific Data, by Peter Guttorp.

Bayesian Computation with R, by Jim Albert.

Probability and Random Processes, by G. R. Grimmett and D. R. Stirzaker.

Computing: Use of R statistical software will be required. R is a free software environment for statistical computing and graphics available at http://www.r-project.org.

Grading:        30%   Homework
                          30%   Midterm
                          40% Final Exam

Please Note:

	The Disability Resource Center (DRC) coordinates all academic accommodations for students with documented disabilities. The DRC is the official office to review and house disability documentation for students, and to provide them with an official Academic Accommodation Plan to present to the faculty if an accommodation is warranted. The DRC strongly encourages faculty to provide accommodations only if and when they are in receipt of said plan. Faculty should not provide students accommodations without being in receipt of this plan. UNLV complies with the provisions set forth in Section 504 of the Rehabilitation Act of 1973 and the Americans with Disabilities Act of 1990, offering reasonable accommodations to qualified students with documented disabilities. If you have a documented disability that may require accommodations, you will need to contact the DRC for the coordination of services. The DRC is located in the Student Services Complex (SSC), Room 137, and the contact numbers are: VOICE (702) 895-0866, TTY (702) 895-0652, FAX (702) 895-0651. For additional information, please visit:http://studentlife.unlv.edu/disability/

The Disability Resource Center (DRC) coordinates all academic accommodations for students with documented disabilities. The DRC is the official office to review and house disability documentation for students, and to provide them with an official Academic Accommodation Plan to present to the faculty if an accommodation is warranted. The DRC strongly encourages faculty to provide accommodations only if and when they are in receipt of said plan. Faculty should not provide students accommodations without being in receipt of this plan. UNLV complies with the provisions set forth in Section 504 of the Rehabilitation Act of 1973 and the Americans with Disabilities Act of 1990, offering reasonable accommodations to qualified students with documented disabilities. If you have a documented disability that may require accommodations, you will need to contact the DRC for the coordination of services. The DRC is located in the Student Services Complex (SSC), Room 137, and the contact numbers are: VOICE (702) 895-0866, TTY (702) 895-0652, FAX (702) 895-0651. For additional information, please visit:http://studentlife.unlv.edu/disability/

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