Introduction to Probability, II
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.
- Lectures will be on Monday, Wednesday and Friday, from 12:20 to 1:10 PM, in HSS 1305.
- The discussion section with the TA meets on Thursdays in Center Hall 217B from 2:30 to 3:20 PM.
- Your course grade will be based on your performance on the two midterm exams and the final exam. These exams will be weighted as follows:
- Midterm 1: 20%
- Midterm 2: 25%
- Final: 40%
- In addition there will be weekly homework assignments which in total will account for the remaining 15% of your grade. These assignment will be due in your Thursday discussion-section meetings.
- The midterm exams will be given on February 4, 2000 and March 3, 2000.
- The +/- grading system will be used for letter grades.
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January 7, 2000