## 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 (*PROBABILITY*by 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.

Back to Math180B Homepage

January 7, 2000