This course provides a basic foundation in probability
theory. Topics to be covered include probability spaces, conditioning and
independence (including Bayes rule), random variables,
probability distributions, expectations, moments, laws
of large numbers and the central limit theorem.
These concepts will be illustrated throughout with examples.
Math 180A is a common prerequisite for Math 180BC and Math 181BC
(Introduction to Mathematical Statistics).
For more information on this course, including reading assignments,
homework, and exam dates,
click here.
In these two quarters, a variety of stochastic processes used in
modeling will be introduced and illustrated with applications.
Typical processes include random walks, Poisson processes, Markov chains,
and a selection from branching processes,
queueing processes and regenerative processes.
The text for these two courses will be An Introduction to Stochastic
Modelling, H. M. Taylor and S. Karlin, Academic Press.
For more information about this course, please contact Professor
Williams at williams@math.ucsd.edu and click here.