Math 565a - Stochastic processes in discrete time

Tom Kennedy - Spring 2011

Course home page: www.math.arizona.edu/~tgk/565a_11/index.html

Instructor: Tom Kennedy (Professor, Mathematics)
email: tgk@math.arizona.edu
Phone: 626-0197
Office: Math 204

Office hours: will be announced in class and posted on the web.

Text(s): Note that I did not order any book through the bookstore. More on texts.

Prerequisites: A graduate level course in analysis, expecially measure theory and integration, e.g., Math 523ab or Math 527ab. A measure theory based probability course, e.g., Math 563. If you have not had these courses you should talk to the instructor.

Homework: Homework is the most important part of the course. The only way to learn mathematics is by doing it. I will give out homework sets approximately every two weeks.

Exams: There will not be any exams - take home or in class.

Homework collaboration: Collaboration on homework is encouraged, provided it is really collaboration and not simply reproduction. To make this more precise, the rule is as follows. You should have worked seriously on the problem before you discuss it with others. You may then talk to each other about the problem, but anything you write down while you are talking should be thrown away or erased at the end of the conversation. In other words it is not fair to take notes while you talk to someone else and then use them to write up the solution. Feel free to ask me for hints on the homework.

Grades: I will mark problems as correct or not correct. In the latter case I will write comments about what is wrong. For problems that are turned in by the due date you can redo ones that are incorrect and resubmit them. For problems submitted after the due date you will not have the opportunity to resubmit them. To get an A in the course you need to do 85 % of the problems correctly. To get an B in the course you need to do 70 % of the problems correctly

Due dates: Each homework set will have a due date. If you turn in the homework by the due date you can expect to get it back fairly soon and you can redo problems that are marked as incorrect. You can turn in problems late (up to the last day of classes), but in this case you won't have a chance to resubmit those problems that are marked incorrect.


Incompletes: I will follow the University and Departmental policies on incompletes. The only scenario I can imagine in this course that would lead to an incomplete is if a student is sick for an extended period at the end of the course. In this case I will assume that you have been working problems throughout the semester and the incomplete will only allow you to submit a number of problems comensurate with the length of time you were sick.

Academic Integrity: Students are responsible for reading and following the University policies regarding the Code of Academic Integrity and Student Conduct:
Code of Academic Integrity
Student Code of Conduct