180B Introduction to Stochastic Processes I

Lecture Notes
Topics Covered
Test Information

180B Introduction to Stochastic Processes I (Spring 2020) Course Information


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!!! Lectures / office hours / Q&A sessions / etc. on Zoom will be recorded and reposted  !!!



Try to get the Text Book electronically!

Login to Canvas for most up to date information.

The first day of class will be a live (recorded at the time) Zoom lecture, please logon through Canvas.

 HomeWorks/0hw_180B_s2020.pdf  Here is homework 0 for those not able to see this on Canvas yet.

Memorial Day observance Monday, May 25, 2020

4/10/2020 Add-Drop Deadline; 4/24/2020 Deadline to drop without W; 5/8/2020  Deadline to drop with W.

See the section on Spring 2020 Grading Policies at https://aps.ucsd.edu/facdev/covid-19/faq.html#Spring-2020-Grading-Policies

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Instructor: Bruce Driver,  Office:  AP&M 5260,  Phone:  534-2648.  Email: bdriver at ucsd dot edu

TAs:  Felipe Campos <fcamposv at ucsd dot edu> and  Jiaqi Liu <jil1131 at ucsd dot edu>

Since this class is now meeting online exclusively, the following online tools will be crucial to the success of the course.

bulletCanvas: Learning management system. (Canvas will not be available to students until near the start of the quarter!)
bullet Piazza: Online discussion forum.***
bulletGradescope: Pen-and-paper homework submission (access through Canvas)
bulletZoom: Broadcasting remote lectures (access through Canvas)

***Piazza is an online discussion forum. It will allow you to post messages (openly or anonymously) and answer posts made by your fellow students, about course content, homework, exams, etc. The instructors and TAs of both sections  will also monitor and post to Piazza regularly. You can sign up here. Note: Piazza has an opt-in "Piazza Careers" section which, if you give permission, will share statistics about your Piazza use with potential future employers. It also has a "social network" component, based on other students who've shared a Piazza-based class with you, that comes with the usual warnings about privacy concerns. Piazza is fully FERPA compliant, and is an allowed resource at UCSD. Nevertheless, you are not required to use Piazza if you do not wish.

Driver's Office Hours: Probably at class times on Wed. and Friday. 

TA Office Hours: TBD and TBA

Textbook:  The required textbook for this course is An Introduction to Stochastic Modeling, by Mark A. Pinsky and Samuel Karlin; 4th edition. The link above goes to UCSD library website, where the textbook can be downloaded freely and legally if you are connecting from a UCSD IP address. [If you are off-campus as I expect you are, you will probably need to use VPN in order to access this resource.] In this course we will refer to this book textbook as PK.

Lectures: LE A00 MWF 9:00a-9:50a (Online Instruction only!)  See Canvas for Zoom scheduled meeting times and for recorded video content. However, there will be a live (recorded at the time) Zoom lecture on the first day of class March 30. Please logon through Canvas.

Discussion:     (Online Instruction only!)  See Canvas for Zoom scheduled meeting times and for recorded video content. The previously schedule discussion sections are subject to change.

DI A01 Tu 4:00p-4:50p APM 5402 
DI A02 Tu 5:00p-5:50p APM 5402
DI A03 Tu 6:00p-6:50p APM 5402
DI A04 Tu 7:00p-7:50p APM 5402


Exact format of the class tests is still being determined!

Midterm:  Friday May 1 in class time (???) at 9:00AM (End of Week 5). 
Final Exam:
06/10/2020 W 8:00a-10:59a TBA

Homework: Homework assignments are posted here, and will be due at 11:00 pm on the indicated due date.  You must turn in your homework through Gradescope inside of Canvas. If you have produced it on paper (i.e. not by LaTeX) you should must turn in a clear Legible PDF -- file which you can do by scanning your homework solutions or using your smart phone to take pictures and then convert to a PDF file. See Homework 9 on Canvas for more help on how to do all of this.  It is allowed and even encouraged to discuss homework problems with your classmates and your instructor and TA, but your final write up of your homework solutions must be your own work.

Prerequisites:  MATH 20D and either MATH 18 or MATH 20F or MATH 31AH, and MATH 109 or MATH 31CH, and MATH 180A.

Course Goals: We will  review parts of chapters 1 and 2 and cover most of chapter 3-5 of the text.

Catalog Description:  From the UC San Diego Course CatalogMATH 180B. Introduction to Stochastic Processes I (4): Random vectors, multivariate densities, covariance matrix, multivariate normal distribution. Random walk, Poisson process. Other topics if time permits.

Lecture Structure: Most lectures will be in the form prerecorded modules with Monday and Wednesdays class time being used as group office hours.  The first day of class will be a live (recorded at the time) Zoom lecture, please logon through Canvas.  Following the course readings in the book and in additional notes provided by me as well as viewing the lecturer modules and attending Zoom office hours  and discussion will all be important parts of the course.  You may  expect questions on the exams that will test your understanding of concepts discussed in all of these venues.

Reading:  Reading the sections of the textbook and lecture notes  corresponding to the assigned homework exercises is considered part of the homework assignment; you are responsible for material in the assigned reading whether or not it is discussed in the lecture.

Homework:  See the homework page for guidelines. Assignments will be posted through Canvas.  You should make every effort to complete each assigned homework problem. You may seek help during office hours and/or section with any exercises you have difficulty solving. Students may discuss homework with fellow classmates. However, each student is expected to write up his/her own solutions independently.  

Copying of solutions (from any source) will be considered an A.I. violation.

Late Homework:  Late homework is not accepted.

Electronic Computing Devices:  Graphing calculators and computer programs (or online computing websites such as Wolfram|Alpha) can be very helpful when working through your homework.  However, a calculator/computer should be used as an aid in the learning concepts, not just as a means of computation.  You should use these devices when working on math problems at home, but always keep in mind that you will not be allowed access to any electronic computing devices during exams.  Of course, this also means that you will not be asked to solve problems on exams that require the aid of an electronic computing device.

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Exam and Course Grade Information

The Final Exam is cumulative.
You cannot take the final exam early or late. It is your responsibility to ensure that you do not have a schedule conflict involving the final exam. You should not enroll in this class if you cannot sit for the final exam at its scheduled time.

Grade Recording Errors:  Please check your scores on Canvas where all records for the course will be stored. If you find an error in book-keeping, please inform your T.A.

Grades: Homework (25%)+midterm (30%)+ final (45%)

After your weighted average is calculated, letter grades will be assigned based on the standard grading scale:




















bullet You must pass the final examination in order to pass the course.

Academic Integrity  

Academic dishonesty is considered a serious offense at UCSD.  Students suspected of cheating may be subject to further investigation.  Students caught cheating will face an administrative sanction which may include suspension or expulsion from the university.  Please maintain your academic integrity for your sake, the sake of your honest class mates, and for the sake of maintaining the value of your future UCSD degree. Most importantly, the point is to get a solid education!  (
Click here for more information.)



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Last modified on Saturday, 21 March 2020 12:30 PM .