COURSE OUTLINE
1. Suject SCMA633 STOCHASTIC PROCESSES
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2. Program/Course Type MASTER OF SCIENCE PROGRAM IN APPLIED MATHEMATICS
3. Course Objecttive 1. CLO1: do assigned problems independently
2. CLO1: do assigned problems independently
3. CLO2: perform analyzing problems that need stochastic models
4. CLO2: perform analyzing problems that need stochastic models
5. CLO3: conduct modeling and selecting suitable methods of stochastic processes to solve problems in sectors of science and engineering
6. CLO3: conduct modeling and selecting suitable methods of stochastic processes to solve problems in sectors of science and engineering
7. CLO4: apply the theory of stochastic processes-analysis to the real world problems
8. CLO4: apply the theory of stochastic processes-analysis to the real world problems
9. CLO5. communicate in English efficiently solutions/decisions, both writing and speaking
4. Course Director Assoc.Prof.DR. CHONTITA RATTANAKUL
5. Course Lecturer
6. Coordinator   Tel.
7. Teaching Plan
week/No.Tiltlelecture hourLaboratory HourSelf study HourActivitiesTeacher
01Brief Stochastic Process3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slides		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
01Brief Stochastic Process3 0 6 Teaching method:
Interactive lecture,effective questioning,
formative assessment, problem solving, problem-based activities

Media:
lecture notes, slides, individual assignments		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
02Markov Chain and Random Walks3 0 6 Teaching method:
Interactive lecture,effective questioning,
formative assessment, problem solving, problem-based activities

Media:
lecture notes, slides, individual assignments		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
02Markov Chain I3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slides		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
03Markov Chain II3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slidess I		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
03Stochastic Models Classification of Markov Chain states 3 0 6 Teaching method:
Interactive lecture,effective questioning,
formative assessment, problem solving, problem-based activities

Media:
lecture notes, slides, individual assignments		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
04Stochastic Models II Advanced Markov Chain 3 0 6 Teaching method:
Interactive lecture,effective questioning,
formative assessment, problem solving, problem-based activities

Media:
lecture notes, slides, individual assignments		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
04Markov Process I3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slides		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
05Markov Process II3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slides		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
05Stochastic Simulation I Generation of Random Variables 3 0 6 Teaching method:
Interactive lecture,effective questioning,
formative assessment, problem solving, problem-based activities

Media:
lecture notes, slides, individual assignments		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
06Poisson and Exponential variables Poisson processes in Queuing Theory3 0 6 Teaching method:
Interactive lecture,effective questioning,
formative assessment, problem solving, problem-based activities

Media:
lecture notes, slides, individual assignments		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
06Random Walks3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slides		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
07Poisson Process3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slides		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
07Poisson Process I Queuing Systems A: Concepts 3 0 6 Teaching method:
Interactive lecture,effective questioning,
formative assessment, problem solving, problem-based activities

Media:
lecture notes, slides, individual assignments		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
08Review3 0 6 Teaching method:
Interactive lecture,effective questioning,
formative assessment, problem solving, problem-based activities

Media:
lecture notes, slides, individual assignments		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
08Review-Team presentation I3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slides		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
09Midterm examination
09Midterm examination
10-11Poisson Process II Queuing Systems B: Performance Markov Process 6 0 12 Teaching method:
Interactive lecture,effective questioning,
formative assessment, problem solving, problem-based activities

Media:
lecture notes, slides, individual assignments		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
10Birth and death processes3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slides		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
11Branching & renewal processes3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slides		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
12Markov renewal processes3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slides		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
12-13Birth and Death processes Branching process 6 0 12 Teaching method:
Interactive lecture,effective questioning,
formative assessment, problem solving, problem-based activities

Media:
lecture notes, slides, individual assignments		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
13Problem solving section3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slides		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
14Brownian processes and second-order processes3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slides 		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
14Renewal Process3 0 6 Teaching method:
Interactive lecture,effective questioning,
formative assessment, problem solving, problem-based activities

Media:
lecture notes, slides, individual assignments		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
15Brownian Process Team presentation 1 3 0 6 Teaching method:
Interactive lecture,effective questioning,
formative assessment, problem solving, problem-based activities

Media:
lecture notes, slides, individual assignments		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
15Applicable problem solving: either a/ Markov models in Actuarial Science, or b/ Poisson modeling in queuing systems3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slides		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
16Course Review-Team presentation II 3 Teaching method:
Interactive lecture, ef-fective questioning, formative assessment, problem solving, problem based activities
Media:
lecture notes, slides		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
16Final review Team presentation 2 3 0 6 Teaching method:
Interactive lecture,effective questioning,
formative assessment, problem solving, problem-based activities

Media:
lecture notes, slides, individual assignments		Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹, Í.´Ã. Áѧ ÇÒ¹ ÁÔ¹ à˧Õ¹
17Final examination
17Final examination
6. Textbook
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