Introduction to Probability, III
The introduction to stochastic processes begun in Math 180B
continues in Math 180C with the study of Markov chains in
continuous time and renewal processes. These topics
generalize the notion of Poisson process in two different ways.
Time permitting, we will take up some topics in the theory of
queues (waiting lines) as an application of the preceding
The required text for Math 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 VI and VII of the text, with
selected topics from chapter IX.
- Lectures will be on Monday,
Wednesday and Friday, from 12:20 to 1:10 PM, in HSS
- The discussion section with the
TA meets on Thursdays in HSS 1106B from 11:15 AM to 12:05
- Your course grade will be based
on your performance on the midterm exam and the final exam. These
exams will be weighted as follows:
- Midterm 1: 35%
- Final: 45%
- In addition there will be
weekly homework assignments which in total will account for the
remaining 20% of your grade. These assignment will be due in your
Thursday discussion-section meetings.
- The midterm exam will be given
on May 5, 2000.
- The +/- grading system will be
used for letter grades.
March 30, 2000