teaching‎ > ‎

2016 Winter: Math 170B/2

This is an archive.


Math 170B section 2, Winter 2016.
Lecture time: MWF 10-10:50. Lecture room: MS 5127.
Instructor: Huy Tran. Email: tvhuy at math dot ucla dot edu. Office: MS 6617-C.
Office hours: 4-5 MW and 4:30-5:30 Tue 
Extra office hours: by appointment

"Do not worry about your difficulties in Mathematics. I can assure you mine are still greater."
Albert Einstein


Discussion time: Tuesday 10-10:50. Room: MS 5127
Teaching Assistant: Yunfeng Zhang. Office: MS 3905
Office hours: ask TA


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.
  • Chapter 2 (Poisson processes) in 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 3The 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 (subject to change): (you may need to zoom out the page to see the table)

 MondayWednesday      Friday
1/4: 4.1 Derived distributions1/6: 4.1 (cont.)    4.1 (cont.)
1/11: 4.2 Correlations1/12: hw 1 due, cont. 4.3 Conditional expectation 
1/18: holiday1/20: hw 2 due, 4.3 cont.4.4 Transforms
1/25: 1/27: hw 3 due, 4.5 Sum of a random number of indep. r.v's1/29: midterm 1, room 1246, PUB AFF
2/1: 5.1 Markov & Chebyshev inequalities2/3: hw 4 due, 5.2 Weak law of large numbers2/5: 5.3 Strong law of large numbers
2/8: 5.4 Central limit theorems2/10: hw 5 due, hw problems, 2/12: 5.4 (cont.), 5.5 Strong law of large numbers
2/15: holiday2/17: 2/19: hw 6 due, 6.1 Bernoulli processes
2/22: (cont.)2/24:2/26: midterm 2, room 1246PUB AFF
2/29: hw7 due, 6.2 Poisson processes3/2:  
3/7:3/9: hw 8 due, random walks or estimation3/11: teaching evaluation
  3/18: final exam, 3pm-6pm, WGYOUNG 2200


Announcement: 
-Schedule of the first week only:
    +Monday 1/4: 4.1 Derived distributions.
    +Tuesday 1/5: 4.1 (cont.)
    +Wednesday 1/6: discussion session (TA will do it).
    + Friday 1/8: 4.1 (cont.)

-1/12: my lecture notes are in the link below. You can read ahead if you are interested.
-1/20: office hour for today (only) is changed from 4-5 to 3:30-4 and 5-6.
-1/26: formula sheet in midterm 1.
-1/27: Hint for problem 21 ab (supp), illustrate how to compute var(X).
 Formula sheet is updated.

-2/1: Due to personal reasons, my office-hour this week is
            Monday 4-5 (no change)
            Tuesday 1-2
            Wednesday 5-6
-2/3: Please omit problem 8 (supp) in hw 5.
-2/10: I saw some confusions about the concept of "identically distributed." I wrote up a note to explain this again.
       My rewritten note on polling problem, replacing page 13 of lecture note 2.
-2/12: Office hour next week is
        Tue, 2/16: 11am-1pm
        Wed 2/17: 4pm-5pm.

-2/22: Hw7 is due next Monday, 2/29.
-2/24: Formula sheet for midterm 2.

-3/14: formula sheet for final is posted below.
-3/21: one student has A+

Homework: (see the schedule for due dates)
Please read carefully!

-Hw1 (updated): 
    + In the book, chapter 4, page 246, section 4.1: 1, 2, 4, 5, 7, 10, 12, 14 
    + extra problems: see file below.
        
-Hw2 (updated):
    + do the following problems in pro-supp file (chapter 4):  20, 30-35
    + In the book, chapter 4, section 4.2: 17-19, 

-Hw3 (updated):
    + in this pro-supp file (chapter 4): 2, 4, 5 , 6, 7, 8, 21, 22,
    + in the book, chapter 4, section 4.3-4.4: 22, 23, 33, 36,

-Hw 31/2 (not turn in):
    + in this pro-supp file (ch. 4): 15-19, 24, 26-29
    + in the book (p. 260): 39, 41-45

-Hw4 (updated):
    + in this pro-supp file, section 7.1: 1- 4
    + in the book, chapter 5, page 284: 1

-Hw5 (updated):
    + in this pro-supp file, section 7.2- 7.3: 5- 10, omit 8.
    + in the book, ch. 5, p. 284: 4,    5, 
    + extra (about limits of r.v.s): see here.

-Hw6 (updated):
    + in this pro-supp file, section 7.4-7.5: 11-19
    + in the book, page 290: 8-11
    + read problems 14, 16 in the book (page 293-294)
    + read the note about "identically_distributed."
    + read the note about "three convergence definitions" and find at least an error in the note (don't have to turn in).

-Hw7 (updated):
    + in this pro-supp file,  section 5.1: 1-9
    + in the book, page 326, section 7.1: 1-3
    + bring questions to the lectures

-Hw8 (updated):
    + in this pro-supp file, section 5.2: 10 - 15 and 5 random problems at your choice from the rest (16-35).
    
    
    
        
Subpages (2): Exam preparation Policy
Ċ
Huy Tran,
Feb 10, 2016, 2:51 PM
Ċ
Huy Tran,
Mar 18, 2016, 10:50 PM
Ċ
Huy Tran,
Jan 30, 2016, 6:08 PM
Ċ
Huy Tran,
Jan 27, 2016, 11:32 AM
Ċ
Huy Tran,
Jan 31, 2016, 4:58 PM
Ċ
Huy Tran,
Feb 29, 2016, 4:28 PM
Ċ
Huy Tran,
Feb 24, 2016, 5:07 PM
Ċ
Huy Tran,
Jan 27, 2016, 11:31 AM
Ċ
Huy Tran,
Mar 15, 2016, 2:11 PM
Ċ
Huy Tran,
Dec 19, 2015, 6:37 PM
ċ
homework1.tex
(3k)
Huy Tran,
Jan 14, 2016, 5:26 PM
Ċ
Huy Tran,
Jan 29, 2016, 5:41 PM
ċ
homework5.tex
(2k)
Huy Tran,
Jan 29, 2016, 5:41 PM
Ċ
Huy Tran,
Feb 10, 2016, 2:05 PM
ċ
identically_distributed.tex
(4k)
Huy Tran,
Feb 10, 2016, 2:05 PM
Ċ
Huy Tran,
Dec 30, 2015, 2:53 PM
Ċ
Huy Tran,
Dec 30, 2015, 3:20 PM
Ċ
Huy Tran,
Dec 30, 2015, 3:20 PM
ą
Huy Tran,
May 16, 2016, 10:29 AM
Ċ
Huy Tran,
May 24, 2016, 10:48 AM
Ċ
Huy Tran,
Feb 10, 2016, 3:13 PM
ċ
three_convergence_definitions.tex
(4k)
Huy Tran,
Feb 10, 2016, 11:55 PM
Comments