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Math 170B section 2, Winter 2016.Lecture time: MWF 1010:50. Lecture room: MS 5127. Instructor: Huy Tran. Email: tvhuy at math dot ucla dot edu. Office: MS 6617C. Office hours: 45 MW and 4:305:30 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 1010:50. Room: MS 5127. 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 ebook version is available through library.ucla.edu
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)
Monday  Wednesday  Friday  1/4: 4.1 Derived distributions  1/6: 4.1 (cont.)  4.1 (cont.)  1/11: 4.2 Correlations  1/12: hw 1 due, cont.  4.3 Conditional expectation  1/18: holiday  1/20: 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's  1/29: midterm 1, room 1246, PUB AFF  2/1: 5.1 Markov & Chebyshev inequalities  2/3: hw 4 due, 5.2 Weak law of large numbers  2/5: 5.3 Strong law of large numbers  2/8: 5.4 Central limit theorems  2/10: hw 5 due, hw problems,  2/12: 5.4 (cont.), 5.5 Strong law of large numbers  2/15: holiday  2/17:  2/19: hw 6 due, 6.1 Bernoulli processes  2/22: (cont.)  2/24:  2/26: midterm 2, room 1246, PUB AFF  2/29: hw7 due, 6.2 Poisson processes  3/2:   3/7:  3/9: hw 8 due, random walks or estimation  3/11: teaching evaluation    3/18: final exam, 3pm6pm, 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 45 to 3:304 and 56. 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 officehour this week is Monday 45 (no change)
Tuesday 12 Wednesday 56 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: 11am1pm
Wed 2/17: 4pm5pm.
2/22: Hw7 is due next Monday, 2/29.
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 prosupp file (chapter 4): 20, 3035 + In the book, chapter 4, section 4.2: 1719,
Hw3 (updated): + in this prosupp file (chapter 4): 2, 4, 5 , 6, 7, 8, 21, 22, + in the book, chapter 4, section 4.34.4: 22, 23, 33, 36,
Hw 3^{1/2} (not turn in): + in this prosupp file (ch. 4): 1519, 24, 2629
+ in the book (p. 260): 39, 4145
Hw4 (updated): + in this prosupp file, section 7.1: 1 4 + in the book, chapter 5, page 284: 1
Hw5 (updated): + in this prosupp 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 prosupp file, section 7.47.5: 1119 + in the book, page 290: 811
+ read problems 14, 16 in the book (page 293294)
+ 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 prosupp file, section 5.1: 19 + in the book, page 326, section 7.1: 13
+ bring questions to the lectures
Hw8 (updated): + in this prosupp file, section 5.2: 10  15 and 5 random problems at your choice from the rest (1635).

Updating...
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
Huy Tran, Jan 14, 2016, 5:26 PM
Ċ Huy Tran, Jan 29, 2016, 5:41 PM
Huy Tran, Jan 29, 2016, 5:41 PM
Ċ Huy Tran, Feb 10, 2016, 2:05 PM
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
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
three_convergence_definitions.tex (4k) Huy Tran, Feb 10, 2016, 11:55 PM
