Math 303 (Section 201) Introduction to Stochastic Processes




ANNOUNCEMENTS



JAN 8     Homework 1 is now posted. It is due on Wednesday, Jan 15 at the start of class.
JAN 8     Office hours will be on Mon 3:50-4:50 in BUCH A102, Fri 11-12 in my office, or by appointment.
JAN 17    Homework 2 is posted, and is due on Friday, Jan 24 in class.
JAN 17    The Piazza forum for our class is available and can be accessed via Canvas.
JAN 24    Here is a tutorial on recurrence relations that I recently gave to highschool math olympiad students.
JAN 24    The midterm will be on Thursday, Feb 13, 6-7PM in IBLC 182.
FEB 10    The midterm will be on Thursday, Feb 13, 6-7PM in IBLC 182. If you cannot make this time, please take the midterm on Thursday, Feb 13 9:30AM in Buchanan A102.
FEB 10    The midterm will cover everything done in class until the Ehrenfest chain (not included). More precisely, you should know

       - how to derive and use transition matrices
       - how to apply those to compute probabilities and expectations
       - how to classify a Markov chain and its states
       - how to study limiting probabilities (using different techniques and results seen in class) and their applications
       - the main results seen in class and how to do simple proofs

Some past exams can be found here. Here is also another set of past midterms.

FEB 25    The graded midterms are now available for pickup at the MLC. Here are the solutions:

       - midterm 1a solution 1a,
       - midterm 1b solution 1b.

MAR 02    Office hours are now Wed and Fri 11-12 in ESB 4128.
MAR 08    Office hours will be held in MATX 1102 from now on.


LECTURE NOTES



Week 1
  Jan 6
   class notes
  Jan 8
class notes

  Jan 10
class notes


Week 2
  Jan 13
    class notes
  Jan 15
Snow day!

  Jan 17
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Week 3
  Jan 20
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document camera notes

  Jan 22
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  Jan 24
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Week 4
  Jan 27
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  Jan 29
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  Jan 31
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Week 5
  Feb 3
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  Feb 5
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  Feb 7
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Week 6
  Feb 10
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  Feb 12
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  Feb 14
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Week 7
  Feb 24
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  Feb 26
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  Feb 28
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Week 8
  Mar 2
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  Mar 4
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  Mar 6
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Week 9
  Mar 9
    class notes
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  Mar 11
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  Mar 13
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Week 10
  Mar 16
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  Mar 18
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notes from video
  Mar 20
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Week 11
  Mar 23
    class notes
notes from video
  Mar 25
class notes
notes from video
  Mar 27
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Week 12
  Mar 30
    class notes
notes from video
  Apr 1
class notes
notes from video
  Apr 3




HOMEWORK ASSIGNMENTS



Homework 1 (due Wed, Jan 17) Homework 1
  Solutions
Homework 2 (due Fri, Jan 24) Homework 2
  Solutions
Homework 3 (due Fri, Jan 31) Homework 3
  Solutions
Homework 4 (due Fri, Feb 7) Homework 4
  Solutions
Homework 5 (due Mon, Mar 2) Homework 5
  Solutions
Homework 6 (due Mon, Mar 9) Homework 6
  Solutions
Homework 7 (due Thu, Mar 19) Homework 7
  Solutions
Homework 8 (due Fri, Mar 27, 8PM) Homework 8
 
Homework 9 (due Fri, Apr 3, 8PM) Homework 9
 



INSTRUCTOR INFORMATION

Instructor:   Elina Robeva
Email:   erobeva@math.ubc.ca
Office:   ESB 4128
Office Hours:   Wed and Fri 11-12 in my office,   or by appointment.
COURSE INFORMATION
Math 303 Section 201
                          
Class times and location: 
Day Start Time End Time Building Room
MWF 3:00 PM
4:00 PM
BUCH A102

Course web page for Section 201: http://www.math.ubc.ca/~erobeva/courses/WT2_19_20/m303_201.html will be updated throughout the term.

Pre-requisites: MATH 302 or STAT 302


COURSE OUTLINE


Text: The course text is S.M. Ross Introduction to Probability , 12th edition, Academic Press, (2010). The 11th and 12th editions are indistinguishable for our purposes, apart from changes to page numbers, and you should feel free to use the 11th edition. Problems assigned from the text will be identical in both the 11th and 12th editions.

Outline/ Learning outcomes: The course will be based primarily on topics from Chapters 4, 5, 6 of Ross. The main topics are:
1. Discrete time Markov chains (Chapter 4)
2. Exponential distribution and Poisson process (Chapter 5)
3. Continuous time Markov chains (Chapter 6)

Here is a pdf of the syllabus.

GRADES


Homework: There will be weekly written homework assignments. These assignments will be posted above.  

Late homework will not be accepted.  However, your lowest (written) homework score will be dropped (so you can miss one homework if necessary).  Nevertheless, even if you miss a deadline, its a good idea to do the problems, since this is the best way to prepare for the tests and exam. You are welcome to discuss the homework problems with your friends, but you are expected to hand in your own work.

There will be two midterm exams and one final exam. Note that the final exam date is currently unavailable, but will be released during the term. Do not make end-of-term travel plans until this date has been fixed.

You will not be permitted to bring calculators to the test and exam.

Your grade for the course will be computed roughly as follows:

Homework:  10%
Midterms:      40%
Final exam:  50%

Missing a homework, quiz, or midterm:

If you miss an assesment (homework, quiz, or midterm) for a valid reason -- see UBC Vancouver Senate's Academic Concession Policy V-135, please fill out an academic request form and bring it to me. In this case, for a missed homework, the weight will be transferred onto the remaining homework assignment. For a missed quiz, the weight will be transferred to the remaining quizzes, If you miss the midterm, the weight will be transferred onto the final exam. Note that in accordance with UBC policy for academic concessions, this form may be used ONCE per course. On a second instance, students will be expected to provide documentation.

Any student who misses an assessment is to present to their instructor a self-declaration form (or relevant documentation if this is not the first time they miss an assessment) within 72 hours of the assessment date or their mark in the missed assesment will be 0. This policy conforms with the UBC Vancouver Senate's Academic Concession Policy V-135 and students are advised to read this policy carefully.

Resources


    • Math Learning Center: The Math Learning Centre (MLC) is a space for undergraduate students to study math together, with support from math tutors, who are graduate students in the math department. Please note that while students are encouraged to seek help with homework, the MLC is not a place to check answers or receive solutions, rather, its aim is aid students in becoming expert learners; to develop critical thinking and skills in a mathematical setting.
    • Piazza: You may find Piazza a useful resource for all class-related questions and discussion. Piazza is a question-and-answer platform specifically designed to expedite answers to your questions, using the collective knowledge of your classmates and instructor. It has several features that facilitate discussion of mathematics, most notably support of mathematical typesetting (LaTeX). You are encouraged to answer your classmates' questions, or to brainstorm towards answers, every bit as much as you are encouraged to ask questions.
    • If you need help, or would like to discuss any aspect of this course, please make an appointment to see me in my office.
Calendar

Monday, Jan 6
First lecture                                             
Feb 12
Midterm 1
Feb 17 - Feb, 21
Spring break -- no class.
Mar 25
Midterm 2
Wednesda, April 8
Last day of classes
Tuesday, April 14
Examinations begin...
April 16, 12PM in OSBO A
Final exam