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### 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 EinsteinDiscussion time: Tuesday 10-10:50. Room: MS 5127. Teaching Assistant: Yunfeng Zhang. Office: MS 3905Office hours: ask TASyllabus 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.Chapter 2 (Poisson processes) in Essentials of Stochastic Processes by Rick Durrett. The e-book version is available through library.ucla.eduSupplementary problems: chapter 4, chapter 7 and chapter 5Lecture 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 (subject to change): (you may need to zoom out the page to see the table) MondayWednesday      Friday1/4: 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 Transforms1/25: 1/27: hw 3 due, 4.5 Sum of a random number of indep. r.v's1/29: midterm 1, room 1246, PUB AFF2/1: 5.1 Markov & Chebyshev inequalities2/3: hw 4 due, 5.2 Weak law of large numbers2/5: 5.3 Strong law of large numbers2/8: 5.4 Central limit theorems2/10: hw 5 due, hw problems, 2/12: 5.4 (cont.), 5.5 Strong law of large numbers2/15: holiday2/17: 2/19: hw 6 due, 6.1 Bernoulli processes2/22: (cont.)2/24:2/26: midterm 2, room 1246, PUB AFF2/29: 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)

-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 "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):
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homework1.tex
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homework5.tex
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Huy Tran,
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identically_distributed.tex
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three_convergence_definitions.tex
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Huy Tran,
Feb 10, 2016, 11:55 PM