Math 180C Home Page (Driver, S08)


180C Hmwork
Lecture Notes
Test Data

Math 180C (Driver, Spring 2008) Introduction to Probability


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Instructor: Bruce Driver (, AP&M 7414, 534-2648.   Office Hours: Wednesday and Friday, 1-2 PM or by appointment.

TA:  Teng Gao (,  AP&M 5412. Office Hours: Tuesday and Thursday 4 to 5pm.

Finals Week Office Hours: 
Bruce: M & T: 2 - 3
Mike:  M: 1-3 and T: 1-5

Meeting times: Lectures are on MWF 09:00a - 09:50a in YORK 4080A. Sections are on Mondays in HSS 1305 from 5:00p - 5:50p.

Textbook: An Introduction to Stochastic Modeling by S. Karlin and H. Taylor, 3rd edition. There may also be some extra notes which will be distributed on this web-page at "Lecture Notes."

Math 180A-B.

Homework: Homework is due at the beginning of Monday's section (unless otherwise specified). Alternatively, you can drop it in the TA's box on the 6th floor of Applied Physics and Mathematics before 5:00 PM on the due date. It will be selectively graded and returned. You are encouraged to get help with the homework when needed. You are also encouraged to cooperate with your fellow classmates. However, it is NOT permissible to simply copy someone else's homework solutions -- you must write up your final solutions independently. No late homework will be accepted.  Please see the Home-work  page for all homework assignments.

Test times: Midterm: Friday, May 9 at 9:00AM in class. Final exam: Wednesday, June 11 at 8:00 -- 11:00 AM in YORK 4080A.

Grading: Final Grade =  homework (30%)+ midterm (30% each) + final (40%)

Goals of the Course. We will continue the introduction to stochastic processes begun in 180B. In terms of the book, we will be covering much of the material in chapters VI, VII, and VIII and the end of chapter IV which include the following topics.

  1. Long time behavior of discrete space and time Markov chains.
  2. Discrete state space Markov chains in continuous time.
  3. Renewal Processes.
  4. Brownian Motion.

Topics 2. and 3. generalize the notion of Poisson process in two different ways. Brownian motion is one of the two building blocks of the subject of stochastic processes (along with the Poisson Process). Time permitting, we  may cover some topics from the theory of Branching processes or the theory of queues (waiting lines). 

Prerequisites- Math 180A-B or consent of the instructor.


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Last modified on Tuesday, 25 March 2008 10:34 AM.