Math 180B
Introduction to Probability, II
Winter 2004
This course is an introduction to some basic topics in the theory of stochastic processes. After finishing the discussion of multivariate distributions and conditional probabilities initiated in Math 180A, we will study Markov chains in discrete time. We then begin our investigation of stochastic processes in continuous time with a detailed discussion of the Poisson process. These two topics will be combined in Math 180C when we study Markov chains in continuous time and renewal processes.
We shall be using the Math 180A text (PROBABILITYby Jim Pitman) at the beginning of the term, but the required text for Math 180B (and 180C) is An Introduction to Stochastic Modeling(Third Edition) by H. M. Taylor and S. Karlin. I plan to discuss most of the material contained in chapters III, IV, and V of the text; the first two chapters contain review material.
- Lectures will be on Monday, Wednesday and Friday, from 9:00 to 9:50 AM, in Warren Lecture Hall 2115.
- The discussion section with the TA meets on Wednesdays, from 6:00 to 6:50 PM, in CSB 004.
- Your course grade will be based on your performance on the two midterm exams and the final exam. These exams will be weighted as follows:
- Midterm 1: 20%
- Midterm 2: 25%
- Final: 40%
- In addition there will be weekly homework assignments which in total will
account for the remaining 15% of your grade.
These assignments will be due at 5 PM on Wednesdays,
in the homework drop box outside APM 2325.
- The midterm exams will be given on January 30 and February 27.
- The +/- grading system will be used for letter grades.
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January 14, 2004