550.252 Stochastic Math Models
Notes and Handouts Fall 2011



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  1. Introduction to Probability.   This is taken from Devore's Probability and Statistics for Engineering and the Sciences, 6th ed.

  2. The required course text contains a probability review supplement on the CD.

  3. Basic Linear Algebra, Part 1.   You are not responsible for Section 2.3.

  4. Basic Linear Algebra, Part 2.   You are not responsible for Section 2.4.

  5. Here is an explanation of how to use Excel to solve systems of linear equations.  Here is the associated Excel workbook.

  6. Chapter 12: Markov Processes

  7. Steady State Probability Examples

  8. Discrete Probability Distributions.   This is taken from Devore's Probability and Statistics for Engineering and the Sciences, 6th ed.

  9. The Gambler

  10. Continuous Probability Distributions.   This is taken from Devore's Probability and Statistics for Engineering and the Sciences, 6th ed.

  11. Differentiation Review   This is taken from the Schaum's Outline of Calculus for Business, Economics, and the Social Sciences.

  12. Integration Review   This is taken from the Schaum's Outline of Calculus for Business, Economics, and the Social Sciences.

  13. Integration Using Substitution   This is taken from the Schaum's Outline of Calculus for Business, Economics, and the Social Sciences.

  14. The Dinner Party and its Solution.  (There are two worksheets in the solution file.  One uses the tabular method and the other uses linear programming.)

  15. Project Scheduling Problem Statements

  16. Lost in Las Vegas

  17. Advance Electronics

  18. Advance Electronics Information Summary

  19. Multivariable Calculus   This is taken from the Schaum's Outline of Calculus for Business, Economics, and the Social Sciences.

  20. Chapter 13

  21. Portfolio Optimization

  22. Estimating the Beta of a Stcok

  23. Regression Background

  24. Stationary Model Example

  25. Linear Trend Example

  26. Seasonal Components Example

  27. Monte Carlo Simulation

  28. M/M/1 Queue Simulation

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