Math 180B
Introduction to Probability, II

Winter 2000

This course is an introduction to some basic topics in the theory of stochastic processes. After finishing the discussion of multivariate distributions and conditional probabilities initiated in 180A, we will study Markov chains in discrete time. We then begin our investigation of stochastic processes in continuous time with a detailed discussion of the Poisson process. These two topics will be combined in Math 180C when we study Markov chains in continuous time and renewal processes.

We shall be using the 180A text (PROBABILITYby Jim Pitman) at the beginning of the term, but the required text for 180B (and 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 III, IV, and V of the text; the first two chapters contain review material.

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January 7, 2000