Applied Probability and Stochastic Processes - Bryc
Applied
Probability and Sto chastic Pro cesses
Lecture Notes for 577/578 Class
W lodzimierz Bryc
Department of Mathematics
University of Cincinnati
P. O. Box 210025
Cincinnati, OH 45221-0025
E-mail: bryc@ucbeh.san.uc.edu
Created: October 22, 1995
Printed: March 21, 1996
1995 W lodzimierz Bryc
Cinci nnat i Fr ee Texts
Course description
This course is aimed at students in applied elds and assumes a prerequisite of calculus.
The goal is a working knowledge of the concepts and uses of mo dern probability theory.
A signi cant part of such a\working knowledge" in mo dern applications of mathematics
is computer-dep endent.
The course contains mathematical problems and computer exercises. Students will b e
exp ected to write and execute programs p ertinent to the material of the course. No pro-gramming exp erience is necessary or assumed. But the willingness to accept a computer
as a to ol is a requirement.
For novices, BASIC programming language, (QBASIC in DOS, Visual Basic in Win-dows, or BASIC on Macintosh) is recommended. BASIC is p erhaps the easiest program-ming language to learn, and the rst programming language is always the hardest to
pick.
Programs in QBASIC 4.5 on IBM-compatible PC and, to a lesser extend, programs
on Texas Instrument Programmable calculator TI-85 , and WindowsTM programs in
Microsoft Visual Basic 3.0 are supp orted. This means that I will attempt to an-swer technical questions and provide examples. Other programming languages (SAS, C,
C++, Fortran, Cobol, Assembler, Mathematica, LISP, TEX(!), Excel, etc.) can
be used, but I will not b e able to help with the technical issues.
Probability and Sto chastic Pro cesses
Lecture Notes for 577/578 Class
W lodzimierz Bryc
Department of Mathematics
University of Cincinnati
P. O. Box 210025
Cincinnati, OH 45221-0025
E-mail: bryc@ucbeh.san.uc.edu
Created: October 22, 1995
Printed: March 21, 1996
1995 W lodzimierz Bryc
Cinci nnat i Fr ee Texts
Course description
This course is aimed at students in applied elds and assumes a prerequisite of calculus.
The goal is a working knowledge of the concepts and uses of mo dern probability theory.
A signi cant part of such a\working knowledge" in mo dern applications of mathematics
is computer-dep endent.
The course contains mathematical problems and computer exercises. Students will b e
exp ected to write and execute programs p ertinent to the material of the course. No pro-gramming exp erience is necessary or assumed. But the willingness to accept a computer
as a to ol is a requirement.
For novices, BASIC programming language, (QBASIC in DOS, Visual Basic in Win-dows, or BASIC on Macintosh) is recommended. BASIC is p erhaps the easiest program-ming language to learn, and the rst programming language is always the hardest to
pick.
Programs in QBASIC 4.5 on IBM-compatible PC and, to a lesser extend, programs
on Texas Instrument Programmable calculator TI-85 , and WindowsTM programs in
Microsoft Visual Basic 3.0 are supp orted. This means that I will attempt to an-swer technical questions and provide examples. Other programming languages (SAS, C,
C++, Fortran, Cobol, Assembler, Mathematica, LISP, TEX(!), Excel, etc.) can
be used, but I will not b e able to help with the technical issues.
