|Yuriy Nemish||Instructor||APM email@example.com||link|
|Lectures||Monday, Wednesday, Friday 4:00 - 4:50 PM|
|Office hours||Thursday 1:30 - 3:00 PM|
Welcome to Math 285: a one quarter course in stochastic processes. According to the UC San Diego Course Catalog, the topics covered are Markov chains, hidden Markov models, martingales, Brownian motion, Gaussian processes.
Here is a more detailed listing of course topics, in the sequence they will be covered, together with the relevant section(s) of the textbook. While each topic corresponds to approximately one lecture, there will be some give and take here. This is a rough schedule that will be updated during the term. (TBA)
|1/3||1||Introduction. Definition of Markov processes||§ 1.1||Slides 1||Slides 1|
|1/5||1||Transition probabilities. Hitting times||-||Slides 2||Slides 2|
|1/7||1||Hitting times. First step analysis||-||Slides 3||Lecture 3||Slides 3|
|1/10||2||First step analysis. Stopping times||-||Slides 4||Lecture 4||Slides 4|
|1/12||2||Irreducible Markov chains. Random walks of graphs||-||Slides 5||Lecture 5||Slides 5|
|1/14||2||Stationary distributions. Long-run behaviour||§ 1.2||Slides 6||Lecture 6||Slides 6|
Lecture: You are responsible for material presented in the lecture whether or not it is discussed in the textbook. You should expect homework questions that will test your understanding of concepts discussed in the lecture.
Homework: Homework assignments are posted below, and will be due at 11:59 PM on the indicated due date. You must turn in your homework through Gradescope; if you have produced it on paper, you can scan it or simply take clear photos of it to upload. Your lowest homework score will be dropped. It is allowed and even encouraged to discuss homework problems with your classmates and your instructor, but your final write up of your homework solutions must be your own work.
Evaluation: There will be no exams in this course. Your grade will be determined by your homework.
Administrative Links: Here are two links regarding UC San Diego policies on exams:
Your course grade will be based on the following scale:
The above scale is guaranteed: for example, if your cumulative average is 80, your final grade will be at least B-. However, your instructor may adjust the above scale to be more generous.
Academic Integrity: UC San Diego code of academic integrity outlines the expected academic honesty of all studentd and faculty, and details the consequences for academic dishonesty. The main issues are cheating and plagiarism, of course, for which we have a zero-tolerance policy. (Penalties for these offenses always include assignment of a failing grade in the course, and usually involve an administrative penalty, such as suspension or expulsion, as well.) However, academic integrity also includes things like giving credit where credit is due (listing your collaborators on homework assignments, noting books or papers containing information you used in solutions, etc.), and treating your peers respectfully in class. In addition, here are a few of our expectations for etiquette in and out of class.