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 11:15 AM to 12:05 PM, in Center Hall 218.
- The discussion section meets on Tuesdays in
York 4050A from 12:20 PM to 1:10 PM.
- 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
Tuesday discussion-section meetings.
- The midterm exam will be given
on May 4, 2001.
- The +/- grading system will be
used for letter grades.
April 5, 2001