Introduction to Stochastic Processes, II
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. We will then proceed to an introduction to the Brownian motion, one of the two building blocks of the subject of stochastic processes (along with the Poisson Process).
Time permitting, we will take up some topics in the theory of queues (waiting lines) as an application of the preceding material.
The required text for Math 180C is An Introduction to Stochastic Modeling (Fourth Edition) by
M. A. Pinsky and S. Karlin. I plan to discuss most of the material contained in chapters 6, 7, and 8 of the text, with selected topics from chapter 9.
- Lectures will be on Monday, Wednesday, and Friday, from 3 to 3:50 PM,
in Peterson 102.
- The discussion sections meet on Mondays according to the following schedule:
Section A01: 5 PM to 5:50 PM, Center Hall 217A
Section A02: 6 PM to 6:50 PM, Center Hall 217A
- 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 assignments will be due at Tuesdays at 6 pm in your TA's homework drop box,
located in the basement of APM (turn left upon exiting the elevator or the stairwell);
homework may also be turned in at your section meeting on the Monday before the homework due date.
- The midterm exam will be given on Friday, May 3.
- The +/- grading system will be used for letter grades.
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March 25, 2013