**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.

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

An Introduction to
Stochastic Modeling, 4^{th} Edition,

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

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

Here is
a link to the Syllabus.