Math 180B
Introduction to Stochastic Processes, I
Winter 2019
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 Math 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.
The required text for Math 180B (and 180C)
is An Introduction to Stochastic Modeling (Fourth Edition) by M. Pinsky and S. Karlin. I plan to discuss most of the material contained in chapters 3, 4, and 5 of the text; the first two chapters contain review material.
- Lectures will be on Monday, Wednesday and Friday, from 10pm to 10:50 PM, in Mandeville B-210.
- Discussion sections with your TA meet on Fridays according to the following schedule:
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Section A01: 4 PM to 4:50 PM, Center 217A
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Section A02: 5 PM to 5:50 PM, Center 217A
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Section A03: 6 PM to 6:50 PM, APM B412
- 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%
You will have the option of substituting your final exam score for one of your midterm scores.
- In addition there will be weekly homework assignments which in total will account for the remaining 15% of your grade. These assignments will be due on Mondays at 6 pm.
- You will be submitting your homework assignments through GRADESCOPE.
- Your login is your university email address, and your password can be changed (or set) here.
- Your homework solutions should be in a single pdf file before being uploaded, or as a picture for each question.
- Please make sure your files are legible before submitting them — unreadable solutions will not earn credit.
- Most word processors can save files as a pdf.
- There are many tools to combine pdfs, such as this one, and others for turning jpgs into pdfs, such as this one.
- The midterm exams will be given on February 1 and March 1.
- The +/- grading system will be used for letter grades.
- Academic Integrity is highly valued at UCSD and academic dishonesty is considered a serious offense.
Occurrences of academic dishonesty will be reported to the Academic Integrity Office. Students involved in an academic integrity violation will face administrative sanctions which may include suspension or, in very serious cases, expulsion from the university. Cultivate and protect your academic integrity! For more about academic integrity and its value, visit the UC San Diego Office of Academic Integrity.
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January 2, 2019