current class : Math 170B Probability
All questions about enrollment should go to the Math Student Office!
Lecture time: MWF 11-11:50. Lecture room: MS 5137.
Instructor: Huy Tran. Email: tvhuy at math dot ucla dot edu. Office: MS 6617-C.
Office hours: TBA.
Extra office hours: always available by appointment
Discussion time: Tuesdays 11-11:50. Room: MS-5137
Teaching Assistant: Tyler Arant. Office: ask Tyler
Office hours: TBA.
Syllabus from Math department.
Textbook: We will cover Chapters 4 and 5 and part of Chapter 6 (Bernoulli processes) in: Introduction to Probability by D. P. Bertsekas and John N. Tsitsiklis, 2nd edition.
Extra source: Essentials of Stochastic Processes by Rick Durrett. The e-book version is available through library.ucla.edu
Supplementary problems: chapter 4, chapter 7 and chapter 5
Lecture note: part 1, part 2, part 3. The note is based on the textbooks.
This is what I'm planning to teach. Actual lectures will absolutely have extra or different things due to circumstances.
You should go to lectures, read textbooks, do all assignments, etc.
Tentative schedule:
Announcement:
-3/30: there will be a quiz on Wednesday (20-25mins) to review Math 170A
-4/4: The weight for quizzes is 3% not 5% as mentioned yesterday.
-4/6: Tomorrow session is cancelled and you have a reading assignment.
Please read:
+Pages 2 and 3 in this (latex) file: https://goo.gl/phNf81
+Pages 3-7 in this (hand-written) file: https://goo.gl/aKD25O.
To compensate you for this inconvenience, I will ask a problem about this reading part in the midterm 1.
I'll put more office hours next week so that you can come to talk to me.
-4/7: office hours next week: Monday (1p-2p), Tue (3p-5p), Wed (2p-4p),
Thu (10p-12p, Fri (2p-4p)
-4/13: The latex lecture note 1 is updated regularly. I suggest that you read also the handwritten file (and textbook).
-4/16: office hours this week: Monday (1p-2p), Wed (1p-2p), Fri (3p-4p).
-4/24: office hours this week: Monday (12p-2p), Thu (1-3).
-4/30: office hours this week: Wed (1p-2p), Thursday (2p-4p)
-5/7: office hours this week: Mon (1p-3p), Thursday (1-2), Friday (2-4)
-5/11: A proof of WLLN in the case of infinite variance but finite absolute expectation can be found here (pg. 8-10).
-5/12: A latex-typed lecture note of part 1 and 2 is here.
-5/17: office hours on Friday (2p-4p:30).
-6/4: office hours this week: Mon, Wed 1p-3p, Fri 2p-4p
-Monday June 12th office hour: 1p-3p.
Homework assignments (see schedule for due dates):
-Hw1 (updated):
+In the book, chapter 4, page 246, section 4.1: 1, 2, 4, 5, 7, 10, 12, 14
+Extra problem: see file below.
-Hw2 (updated):
+ do the following problems in pro-supp file (chapter 4): 20, 21, 22, 24, 30-35
+ In the book, chapter 4, section 4.2: 17-19,
+ Extra problem: see file below
-Hw3 (updated):
+ in this pro-supp file (chapter 4): 2-10, 23, 26, 29
+ in the book, chapter 4, section 4.3-4.4: 23, 33, 36,
-Hw4 (updated):
+in the book, chapter 5: 4, 5, 8, 10
+ in this pro-supp file: 4-9, 11-13
-Hw5 (updated)
+ in the book: 9, 11
+ in the pro-supp file: 10, 14-19
+ an extra problem.
-hw6 (updated):
+ in this pro-supp file, section 5.1: 1-9
+ extra problem here.
-hw7 (updating):
+ in this pro-supp file, section 5.2: 10 - 15 and 4 random problems at your choice from the rest (16-35).