Math 171 -- Stochastic processes, Spring 2008
| Time: | MWF 11 - 11:50am |
| Place: | MS 7608 |
| Textbook: | Gregory F. Lawler, Introduction to Stochastic processes, 2nd Ed. Chapman & Hall / CRC |
| Instructor: | Jason DeVita |
| Office: | MS 7354 |
| Email: | jason@math.ucla.edu |
| Office Hours: | M 12-1:30pm, W 1:30-3pm, or by appointment |
Course description
This is a course on Stochastic processes. We will focus mostly on Markov chains (both discrete and continuous time), including Matingales and renewal processes.
Homework
Homework will be assigned weekly on Fridays. Each homework will be due one week after it is assigned. Students are encouraged to work together on the homeworks, but each student must submit his/her own work.
Late homework will not be accepted. The lowest homework grade for the term will be dropped.
Exams
Midterm: Friday, May 2
Final exam: Monday, June 09, 11:30 AM - 2:30 PM
Exams will be closed book, closed notes. Calculators will not be
permitted. Please bring a photo ID to the exams.
Mark these dates on your calendar. There will be no make-up exams. The final exam is mandatory. If you do not take the final, you will not pass the class.
Grades
Your grade for the course will be computed with the following weights:
25% Homework
30% Midterm
45% Final