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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, 3

    Passtime

    None

    Level Limit

    Letters and science

    College
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    Lecture
    387 1011
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    12:30 PM - 13:35 PM
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    Sections
    HSSB 1214
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    09:30 AM - 10:20 AM
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    HSSB 1214
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    11:00 AM - 11:50 AM
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    Winter 2024 . Zhu Zimu
    PSYCH1902
    M W
    17:00 PM - 18:15 PM
    Winter 2024 . Tan Ying
    HSSB 1173
    M W
    08:00 AM - 09:15 AM
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    PSTAT 160A Tan Ying Spring 2024 Total: 99
    PSTAT 160A Tan Ying Winter 2024 Total: 74
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