There is no required textbook. However, a number of references
may be useful; some of these will be held on reserve (see
We will cover Markov chains, renewal theory,
queueing theory, martingales, and Brownian motion.
The course will be primarily mathematical in nature.
STA 347H or equivalent knowledge of probability theory; and
MAT 235Y/237Y or equivalent knowledge of multivariable calculus
and basic real analysis.
Students are expected to attend class regularly, to arrive on time,
to turn off cell phones
and beepers, and to avoid disrupting the lectures.
The instructor will sometimes pose oral questions to the class, including
questions about the previous week's lecture. Up to 5% bonus marks will
be given to students who regularly attempt to answer such questions.