Math 285J: Applied Probability -- An Introduction

Spring 2012


Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time-varying randomness. Despite being listed as a seminar, this course is intended as an introduction to probability and stochastic processes for graduate students primarily interested in applications. If you plan to take only one probability course in your graduate studies, this course is meant for you. It may also serve as a complement to a more rigorous course. Unlike the measure-theory-based MATH 275 sequence, this course will emphasize modeling, analysis and simulation of applied stochastic processes as opposed to rigorous proofs (although there will be some proofs). Time permitting, a range of applications from biology to economics will be discussed. No background in probability will be assumed, but the pace will be quite fast and an undergraduate course in probability will be an asset. Here is a tentative list of topics to be covered:

General Information


Last updated: Mar 30, 2012.