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| Instructor |
Dipankar Bandyopadhyay
Assistant Professor
Department of Biostatistics,
Bioinformatics, and Epidemiology
135 Cannon Street, Suite 305 E
Medical University of South Carolina
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| Class Schedule |
Tuesday, Thursday
8.30 AM - 10.00 AM
Cannon Place, Room # 304 (DB2E Conference Room)
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| Office Hours |
Thursdays 3.00 PM - 4.00 PM, or by appointment |
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| Required Texts |
Howard M. Taylor and Samuel Karlin: An Introduction to Stochastic Processes, 3rd Edition, Academic Press, 1998

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General Class Outline and Reading Blocks
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- Introduction (T&K Chapter 1)
- Preliminaries (T&K Chapter 2)
- Markov Chains (T&K Chapter 3 and 4)
- Poisson Processes (T&K Chapter
5)
- Markov Chains: Continuous Time (T&K Chapters
6)
- Renewal Theory (T&K Chapter 7)
- Brownian Motion (T&K Chapter 8)
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| Grading |
- Homework sets and class participation (30% total)
- 1 midterm exam (20%): Inclass
- Final
exam (50%): Inclass
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