Instructor: Andrey Sarantsev
Office: DMSC 234
Email: asarantsev@unr.edu
Classroom: William Raggio Building (WRB) 2009
Date & Time: MW 14:30-15:45
Office Hours: MTW 10:00-12:00, T 13:00-15:00, or by appointment
Prerequisites: MATH 330 (Matrix Algebra) and STAT 4/661 (Probability Theory) with a C or better
Disclaimer: This class relies heavily on STAT 461/661: Probability Theory. It is a student's responsibility to know this content of STAT 461/661. The fact that a student has taken Probability Theory a long time ago is not considered an excuse. We will review Probability Theory during the first lecture. If a student finds out that some Probability Theory content is challenging, the student can come to my office hours and I can suggest some review content. It is the student's responsibility to undertake this review. In lectures after the first lecture, I will assume by default you know all STAT 461/661 content. A student who struggles with Probability Theory will certainly struggle and likely fail STAT 753. We will also review Matrix Algebra (matrix multiplication and eigenvalues) during the first lecture. It is essential for this class too.
Textbook: We use the professor's lecture notes, sections 11-19. Optional (not mandatory) textbooks:
Topics: Stochastic processes models with applications. Analytic and computer modeling techniques for Markov chains, Poisson processes, Markov processes, empirical processes, Brownian motion, and special topics.
Coding: We will use Python. You do not need any preliminary knowledge of Python. We will cover everything in class. We will use numpy, scipy, matplotlib libraries. A Python integrated development environment (IDE) is recommended: PyCharm, Spyder, Jupiter, Thonny. (An example of an IDE is RStudio for R.)
Homework: Each homework will contain a mix of theoretical and programming problems. There are 11 homework assignments, each due Wednesday 17:00, submitted by Web Campus.
Exams: There is one midterm right before the Spring Break, Wednesday, March 20. You can use a calculator (any model) and a two-sided handwritten letter-sized note sheet. The midterm contains no programming problems. There is also one final exam on Monday, May 13, 15:00-17:00. The final exam will include presentations of individual projects.
Grading: You can drop the lowest homework. Each homework is 4%, midterm is 20%, final project is 36%. Class grade: A 93%, A- 90%, B+ 85%, B 80%, C 75%, D 67%, F otherwise. The score is NOT rounded.
Recommendation Letters: If you receive an A or A-, I can write you a strong and supportive letter of recommendation to a graduate or professional program of your choice. For such a letter to an industry job or internship (that is, outside a university or college), you must receive a C or above.
Academic Success Services: Your student fees cover usage of the University Math Center (775) 784-4433, University Tutoring Center (775) 784-6801, University Writing Center (775) 784-6030. These centers support your classroom learning; it is your responsibility to take advantage of their services. Keep in mind that seeking help outside of class is the sign of a responsible and successful student. Online services are also available.
Academic Dishonesty: You are expected to do your own work. Any violation of the University policy on academic dishonesty won’t be tolerated. Cases involving academic dishonesty will be handled according to the procedures outlined in University of Nevada Reno policies. Violations of the University’s academic code include, but are not limited to possession of, or use of unauthorized materials during tests; providing information to another student; copying the work of another person without correct citation etc. Violations may result in academic penalties, including receiving an F in this course. The university may also impose other penalties including suspension or dismissal. There will be ZERO Tolerance for Cheating and Plagiarism. The University Academic Standards Policy defines academic dishonesty, and mandates specific sanctions for violations. See the University Academic Standards policy: UAM 6,502. For more details on violations please visit Academic Standards Website
Disability and Accessibility: Any student with a disability needing academic adjustments or accommodations is requested to speak with me or the Disability Resource Center (Pennington Achievement Center Suite 230) as soon as possible to arrange for appropriate accommodations. If you are an online student who would normally seek accommodations in a traditional classroom, please contact me as soon as possible. You may also contact the Disability Resource Center for services for online courses by emailing drc@unr.edu or calling (775) 784-6000. Academic accommodations for online courses may be different than those for seated classrooms; it is important that you contact us as soon as possible to discuss services. The University of Nevada, Reno supports equal access for students with disabilities. For more information, visit the Disability Resource Center. A student wishing to receive test accommodations (e.g., extended test time) should provide the instructor with an official Accommodation Form from Disability Resource Center within the first week of class. This course may leverage 3rd party web/multimedia content, if you experience any issues accessing this content, please notify your instructor.
Recording: Surreptitious or covert videotaping of class or unauthorized audio recording of class is prohibited by law and by Board of Regents policy. This class may be videotaped, or audio recorded only with the written permission of the instructor. In order to accommodate students with disabilities, some students may be given permission to record class lectures and discussions. Therefore, students should understand that their comments during class may be recorded. Class sessions may be audio-visually recorded for students in the class to review and for enrolled students who are unable to attend live to view. Students who participate with their camera on or who use a profile image are consenting to have their video or image recorded. If you do not consent to have your profile or video image recorded, keep your camera off and do not use a profile image. Students who un-mute during class and participate orally are consenting to have their voices recorded. If you do not consent to have your voice recorded during class, keep your mute button activated and only communicate by using the chat feature, which allows you to type questions and comments live.
Safe Learning and Work Environment: The University of Nevada, Reno is committed to providing a safe learning and work environment for all. If you believe you have experienced discrimination, sexual harassment, sexual assault, domestic/dating violence, or stalking, whether on or off campus, or need information related to immigration concerns, please contact the University's Equal Opportunity and Title IX office at 775-784-1547. Resources and interim measures are available to assist you. For more information, please visit Title IX website. Please, remember as a Responsible Employee, all course instructors are required to report all incidents of Sexual Violence to the University’s Equal Opportunity and Title IX office. During online discussions, please be polite and respectful.