Math 180B Home Page (Driver, W2011)


180B Hmwork
Test Information
Lecture Notes

Math 180B (Introduction to Stochastic Processes I) Winter 2011


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bulletFinal Exam,  Friday, March 18, 2011 (11:30a - 2:29p)  in WLH 2111 (usual class room). 
bulletPlease bring a blue book.  You may also bring one 8.5x11 page of notes (front and back). 
bulletThis final exam is cumulative and covers material from ALL homework assignments.
bulletHere is a sheet to help you focus on the important points to understand for the final exam. 
Math 180B (W2011) Final Exam Topics.

bulletFinals Week Office Hours:

    For Bruce:  Monday from 11-1 and Thursday from 9-10.

    For Tom:    Review Session on Wednesday from 4 - 6 PM in 
Calc Lab (AP&M B402) and Thursday 11-1 (AP&M 6434). 

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Instructor: Bruce Driver, Office:  AP&M 5260,  Phone:  534-2648. Office Hours: Monday and Wednesday, 2-3PM. (See finals week office hours above.)

Lecture times:              MWF 1:00p - 1:50p WLH 2111

Discussion Times:     A01: Thursday 10:00a - 10:50AM: WLH   2115
A02:  Thursday 11:00a - 11:50AM: WLH   2115

Required Text:  An Introduction to Stochastic Modeling (3rd edition), S. Karlin and H. Taylor.

TA:   Thomas Laetsch :  Office:  APM 6434, Email:, Phone: 49069.  Office Hours: W. 3-5 PM.

Test times:

bulletTest #1: Monday 01/24/2011 (1:00p - 1:50p WLH 2111) in class.
bulletTest #2: Friday 02/18/2011 (1:00p - 1:50p WLH 2111) in class.
bullet Final Exam: Firday 03/18/2011       (11:30a - 2:29p)  in WLH 2111 (usual class room).

Homework: Homework assignments  will be given weekly and are due by 5:00PM on the due date (Thursday) in the homework drop box on the 6th floor of APM. The homework assignments are posted here on this Web-site.

Grading: Final Grade = 2 midterms (20% each) + final (40%) + homework (20%).

Prerequisites: Math. 20D and either Math. 20F or Math 31AH, and Math. 180A, or consent of instructor.

Course Goal: Math 180B long with 180C forms an introduction to some basic topics in the theory of stochastic processes.

180B Course Topics:

  1. Review the linear algebra of orthogonal projections in the context of least squares approximations in the context of Probability Theory.

  2. Use the least squares theory to interpret covariance and correlations.

  3. Review of conditional probabilities for discrete random variables.

  4. Introduce conditional expectations as least square approximations.

  5. Develop conditional expectation relative to discrete random variables.

  6. Study in some detail discrete time Markov chains (Majority of the quarter.)

  7. Begin our study of the Poisson process via understanding exponential random times.


180C Course Topics:

  1. Poisson process.

  2. Continuous time Markov chains.

  3. Review of conditional probability densities for continuous random variables.

  4. Develop conditional expectations relative to continuous random variables.

  5. Renewal theory.

  6. Brownian Motion.

Other Resources:
  1. R. T. Durrett, Elementary Probability for Applications (2009).
  2. J. Laurie Snell, Introductory to Probability. (Click on the title to get this book.)


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Last modified on Friday, 31 December 2010 09:21 AM.