MATH180C Introduction to Stochastic Processes II, Fall 2019

This course is a continuation of the introduction to stochastic processes begun in Math 180B. We study of Markov chains in continuous time and renewal processes. These topics generalize the notion of Poisson process in two different ways. We will cover some fundamentals of queueing theory as an application. The last part of the course will be devoted to an introduction to the Brownian motion, one of the two building blocks of the subject of stochastic processes (along with the Poisson Process).

Instructor: Tianyi Zheng (tzheng2@math.ucsd.edu)

TA: Zonglin Han (zoh003@ucsd.edu)

Lectures: 3:00-3:50PM on Mondays, Wednesdays, and Fridays in AP&M B412. 

Discussions: A01 4:00-4:50PM on Fridays in AP&M B412.

A02: 5:00-5:50PM on Fridays in AP&M B412.

Office Hours

Tianyi Zheng: 1PM-2:30PM on Mondays and Wednesdays AP&M 6202.

Zonglin Han: 4:40-5:40 on Mondays, 12-2PM on Tuesdays, and 1PM-2PM on Thursdays, in AP&M 1111.

Recommended Textbook

An Introduction to Stochastic Modeling, 4^th Edition,

M. Pinsky and S. Karlin, Academic Press, ISBN: 978-0-12-381416-6

Homework Assignments

Homework assignments and solutions are posted on Tritoned. You can find the first two homework assignments here:

Homework1 Homework2

You will submit your Math 180C homework papers using a program called Gradescope. Your login name is your UCSD email address. Upon logging in, you should see an icon for Math 180C. Click on this icon, and then click on the name of the assignment that you want to submit. Then follow the instructions to submit the assignment. You can either submit assignments as a single PDF file, in which case you will have to tell Gradescope on which page one can find the answer to each question, or as a picture for each question. Click here for a video demonstrating the submission process, provided by Gradescope. 

You have several options for creating the PDF file to submit to Gradescope:

_       You could type your homework solutions in LaTeX and upload the PDF file. Learning LaTeX is certainly not required for the course, but it may be beneficial if you expect to pursue a career that will involve scientific writing. Click here for a LaTeX file that is designed to help you learn how to type homework solutions in LaTeX.

_       You could write your homework by hand and produce a PDF using one of the scanners on campus. Click here for instructions on where to find scanners on campus.

_       You could write your homework by hand and scan it using an iOS phone or Android phone. Click here for instructions.

_       You could submit photos of your homework instead of a PDF file. However, if you do this, please make sure that your photo can be read easily by the grader.

Exams

There will be two midterm exams and a final exam. The midterm exams will be held in class on Friday October 25, and Friday November 22. The final exam will be at 3PM-6PM on Friday December 13. Please bring your student ID to the exams.

You will be allowed to use one $8.5 by 11 inches page of notes on exams, and you may write 2 on both sides of the page. Grading Homework will count for 20 percent of the final grade. The lowest homework score will be dropped. Each midterm will count for 20 percent, and the final exam will count for 40 percent; alternatively, you may drop one lower midterm and the final exam will count for 60 percent. $

Syllabus and Course Schedule

Here is a link to the Syllabus.