Math 285 (Driver, Spring 2015) Stochastic
Processes
(http://www.math.ucsd.edu/~bdriver/285_S2015/index.htm)
Announcements
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New due date for Homework 8 is Friday
May 29, 2015.
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Instructor:
Bruce Driver (bdriver@math.ucsd.edu),
AP&M 5260, 534-2648.
TA:
Jeremy
Semko: Office: APM 6432, Email:
jsemko@ucsd.edu.
Bruce Driver's Office Hours: Monday and Friday, 10a-11a in
AP&M 5260.
Jeremy Semko's Office Hours: Monday,
12p-1p in
AP&M
6432
Meeting times:
Lectures are on MWF 9:00a - 9:50a in
AP&M
5402
Textbook:
Introduction to Stochastic Processes
(second edition) by G. Lawler.
Auxiliary Text:
Essentials of Stochastic Processes (second edition), by Rick
Durrett may also be useful. UCSD students may see this book at
http://link.springer.com/book/10.1007/978-1-4614-3615-7 .
Some supplementary notes will also likely be posted on this web-site.
Useful Matlab Scripts:
http://www-math.bgsu.edu/~zirbel/ap/
Prerequisites:
The official prerequisite for this course is Math 180A (or an upper-division
Introduction to Probability course).
Grading:
Your course grade will be based on the homework
assignments which are due in class on Wednesdays.
Course grades will be posted on
TED
(https://ted.ucsd.edu/).
Course Description:
This course is an introduction to Stochastic Processes
for beginning mathematics graduate students and graduate students from other
science and engineering disciplines. For mathematics graduate students the
course will provide background and motivation for the more advanced year-long
sequence Math 280ABC (measure-theoretic probability). Students from other
disciplines will find that the course provides a theoretical basis for applied
work in stochastic modeling. Topics to be covered include: