Math 180C Home Page (Driver, S2011)


180C Hmwork
Lecture Notes

Math 180C (Introduction to Stochastic Processes II) Spring 2011


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You should also routinely login to your WebCT account for more course information. WebCT (Website Course Tools) is the web interface through which solutions and possibly other course materials will be communicated. Please check it frequently for announcements.  The WebCT site will also contain a record of your grades for this course -- please make sure they are accurate.


bulletThe Final Exam is Thursday June, 9, 2011 from 11:30a - 2:29p in HSS 2150.
bulletFor the tests: please bring a blue book.  You may also bring one 8.5x11 page of notes (front and back).  No calculator or other class notes will be allowed.
bulletMy finals week office hours are: Tu. 6/7 from 10-11:30 AM and Wed. from 12-1:30 PM.
bullet(The latest version of  the lecture notes now contains the correct formula in Exercise 24.2.)

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Instructor: Bruce Driver, Office:  AP&M 5260,  Phone:  534-2648. Office Hours: Monday and Wednesday, 2-3PM.

Lecture times:              MWF 1:00p - 1:50p HSS  2150

Discussion Times:     A01: Thursday 1:00 - 1:50 PM AM:  AP&M  B412
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: Tu. 1:30 - 3:30 PM.

Test times:

bulletTest #1: Monday 04/18/2011 (1:00p - 1:50p in HSS  2150 in class).
bulletTest #2: Wednesday 05/18/2011 (1:00p - 1:50p in  HSS  2150 in class).
bullet Final Exam: Thursday  06/9/2011       (11:30a - 2:29p; Room TBA)

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 along with 180C forms an introduction to some basic topics in the theory of stochastic processes.

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 Monday, 21 March 2011 10:16 AM.