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  • PSTAT 160A

    • Applied Stochastic Processes . PSTAT 160A

    Discrete probability models. Review of discrete and continuous probability. Conditional expectations. Simulation techniques for random variables. Discrete time stochastic processes: random walks and Markov chains with applications to Monte Carlo simulation and mathematical finance. Introduction to Poisson process.

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    Prerequisites: Mathematics 4A or 4AI or 5A, Mathematics 8 or PSTAT 8, and PSTAT 120A. A minimum letter grade of C or better must be earned in each course.

    4

    Units

    Optional

    Grading

    1, 2

    Passtime

    None

    Level Limit

    Letters and science

    College
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    Lecture
    HSSB 1173
    M W
    17:00 PM - 18:15 PM
    67 / 75
    Sections
    ILP 4107
    T
    15:00 PM - 15:50 PM
    25 / 25 Full
    ILP 3314
    T
    16:00 PM - 16:50 PM
    25 / 25 Full
    ILP 4209
    T
    17:00 PM - 17:50 PM
    17 / 25
    Enrollment Trends
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    Winter 2024 . Tan Ying
    HSSB 1173
    M W
    08:00 AM - 09:15 AM
    Winter 2024 . Zhu Zimu
    PSYCH1902
    M W
    17:00 PM - 18:15 PM
    Grading Trends (44)
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    PSTAT 160A Zhu Zimu Fall 2023 Total: 132
    PSTAT 160A Waterbury A T Spring 2023 Total: 108
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