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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.
4
UnitsOptional
Grading1, 2
PasstimeNone
Level LimitLetters and science
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Boring lectures, hard exams, learn nothing from this course
The best professor in UCSB! If you see him just take it!
There is weekly coding homework that is graded and there are weekly quizzes in section. The topic is quite tough but Ichiba grades fairly. He tries very hard to explain things in a way that will make sense and to assist the students whenever necessary. When I took the class, he had an optional extra credit project at the end of the quarter.
Chill professor, easy grader. The midterm was easy, the final was impossible but he curved it hard.
He skips through lecture topics at random, gives mediocre explanations and is difficult to understand, but takes attendance every day so that you have to attend his lectures.
[Fall 2024] 213A with Ichiba was a fine class, though I wish he did a better job at motivating the topics. He speaks softly which made it difficult to hear. Notwithstanding, his lectures were very clear and he was very kind. His exams were easy and straightforward, giving us a ton of leeway. He often gave good hints for homework, though not always.