180B Introduction to Stochastic Processes I
180B Introduction to Stochastic Processes I (Spring 2020) Course Information
!!! 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.
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
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.
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
Exact format of the class tests is still being determined!
Friday May 1 in class time (???) at 9:00AM (End of Week 5).
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 Catalog. MATH 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.
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.
Exam and Course Grade Information
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.
Homework (25%)+midterm (30%)+ final (45%)
After your weighted average is calculated, letter grades will be assigned based on the standard grading scale:
Last modified on Saturday, 21 March 2020 12:30 PM .