IEOR E4106: Stochastic Models
Kaizheng Wang
Department of IEOR
Columbia University
January 16th 2024
Syllabus
Course focus: stochastic processes (dynamics of random systems)
• Markov chains
• Poisson processes and continuous-time MCs
• Renewal processes
• Brownian motion and Gaussian processes
Prerequisites: calculus, linear algebra, probability
Programming language: R (occasional; no prior knowledge needed)
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Course materials
We mainly use the book “Introduction to Probability Models,
11th Edition” by Ross.
https://www.sciencedirect.com/book/9780124079489/
introduction-to-probability-models
Supplementary materials will be posted on Canvas (https://
courseworks.columbia.edu/).
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Course Team
Instructor: Kaizheng Wang (kw2934)
• Of ce Hour: 9am - 10am on Tuesdays and Thursdays.
• 419 Mudd (inside the lounge of Data Science Institute)
Teaching Assistant(s): To be assigned.
Course Assistant(s): To be assigned.
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Grading
Total: 100%
• Homework: 20%
• Mid-term exam: 30%
• Final exam: 50%
20%
50%
Homework 30%
Mid-term
Final
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Homework
Nine (9) homework assignments in total.
• Two lowest scores will be dropped. No extension will be
granted. Late or missed submission: 0. No exception.
• Problem sets will be posted on Canvas, due in 10 days.
• Electronic submission to Gradescope (https://
www.gradescope.com/).
• Collaboration is allowed. Copying is prohibited.
• Regrade request: submit on Gradescope within one week
after the grades are released.
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Exams
One mid-term and one nal.
• Mid-term on Feb 29th. In-class, open-note (handwritten
or printed), no electronic devices.
• University Exam Policies and Procedures:
https://www.registrar.columbia.edu/content/exams
• Special accommodations made upon recommendation by
Disability Services. No rescheduling for travels.
• Miss an exam due to emergency: email the instructor as
soon as possible and provide documentations.
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Supports
What should you do with your speci c questions?
Lecture and homework:
• OH of the TA(s) (any question in this category);
• OH of the instructor (non-coding only);
• Ask on Ed discussion
Grading: submit a regrade request on Gradescope.
Others: email the instructor.
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Ed Discussion
You are encouraged discuss and interact on Ed discussion.
It is recommended that you read existing questions and
answers before posting a new one.
Most questions will be answered by yourselves.
The TA(s) will only check Ed discussion and answer
questions during speci c periods of time (to be determined).
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Miscellaneous
Of ce hours start next Monday (Jan 22).
Lecture attendance is not obligatory but recommended.
Do not share course materials with anyone that is not
enrolled or post them online.
We strictly adhere to the IEOR Code of Academic Integrity.
Read the syllabus on Courseworks for more info.
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Q&A
