Math 171: Stochastic Processes (Winter 2018)
- Instructor: Hanbaek Lyu (Email: hlyu@math.ucla.edu, Office: MS 6156)
- syllabus (tentative)
- Office hours: (tentative) MWF 9:55AM – 10:55AM
- Lectures: MWF 11:00AM – 11:50AM at MS 5137 (course webpage)
- Textbook: Rick Durrett, Essentials of Stochastic Processes, 2nd edition. Free download
- Prerequisites: Math 33A and Math 170A (or Stat 100A)
- TA: Fan Yang (Email: yangf.cuhk@gmail.com, Office: MS MS 3949)
- Lecture notes
- lecturenote2 (Markov chains)
- lecturenote3 (Poisson processes)
- lecturenote4 (Renewal processes)
- lecturenote5 (Martingales)
Hanbaek Lyu 