STOCHASTIC PROCESSES: MATH 180B (WINTER 1997)
Time: MWF 4 p.m.
Location: Center Hall 222.
Required materials/books:
A few pages on random walks, taken
from Introduction to
Probability, P. G. Hoel, S. C. Port and
C. J. Stone,
Houghton-Mifflin, Boston, 1971, pp.
216--224, 234--235.
Available at soft reserves at the beginning of the quarter.
Introduction to Stochastic Modeling, H.
M. Taylor and S. Karlin, Academic
Press, Revised edition.
Computer Package:
A computer package called GASP (graphical aids for
stochastic processes) will be available for use during the quarter.
It has interactive tutorial modules on random walks, Poisson processes,
Markov chains, queueing theory and Brownian motion. These help one
to visualise the dynamic behavior of some stochastic processes.
Exercises to accompany this package will be given out during the quarter.
Web Page:
The Web page for Math 180B is located
here.