The first two weeks of classes will be virtual. 

Time and location: MWF 1:00pm – 1:50pm, KAP 138. 

Instructor: Jianfeng Zhang, KAP 248E, (213)7409805 

Email: jianfenz@usc.edu Homepage: dornsife.usc.edu/jianfeng-zhang/ 

Office hours: MW 10am-11am, F 11am-12pm in Zoom, or by appointment

Textbook: Probability and Random Processes, 3rd edition, by Geoffrey Grimmett and David Stirzaker

Course Contents: 

The course will cover the basic materials of stochastic processes, both in discrete time and in continuous time. We will cover parts of Chapters 6, 7, 8, 9 and 13. The main topics include: Markov chains; convergence of random variables and martingales; stationary processes; Brownian motions and stochastic calculus.

Grading and Examination Policies 

30% of the grade will be based on homework assignments, 30% on the midterm exam, and 40% on the final exam. 

Homework will be assigned weekly. You are encouraged to discuss homework problems with classmates. However, you are not allowed to copy other people’s work.

The (50 minutes) midterm exam will be given in regular class time on March 11, Friday. It will be open book, open notes, but noncooperative.

The final exam will be on May 4, Wednesday, 2-4pm, with the same policy as the mideterm. The final exam will be comprehensive, but with more emphasis on the materials after the midterm.

Feedback and Questions 

It is very useful to get feedback and questions, both inside and outside class. You are very welcome to visit me during my office hours. You can also make appointments to see me at other time.

Statement for Students with Disabilities 

Any student requesting academic accommodations based on a disability is required to register with Disability Services and Programs (DSP) each semester. A letter of verification for approved accommodations can be obtained from DSP. Please be sure the letter is delivered to me (or to TA) as early in the semester as possible. DSP is located in STU 301 and is open 8:30 a.m.-5:00 p.m., Monday through Friday. The phone number for DSP is (213) 740-0776.

Statement on Academic Integrity 

USC seeks to maintain an optimal learning environment. General principles of academic honesty include the concept of respect for the intellectual property of others, the expectation that individual work will be submitted unless otherwise allowed by an instructor, and the obligations both to protect one’s own academic work from misuse by others as well as to avoid using another’s work as one’s own. All students are expected to understand and abide by these principles. Scampus, the Student Guidebook, contains the Student Conduct Code in Section 11.00, while the recommended sanctions are located in Appendix A: http://www.usc.edu/dept/publications/SCAMPUS/gov/. Students will be referred to the Office of Student Judicial Affairs and Community Standards for further review, should there be any suspicion of academic dishonesty. The Review process can be found at: http://www.usc.edu/student-affairs/SJACS/.