Introduction to Stochastic Modeling
Students should have a working knowledge of calculus at the level of Math 51, including differentiation and integration of functions of a single variable. Students are also expected to have had previous exposure to basic probability (at the level of either MS&E 120 or Stat 116). Exposure to matrix notation and basic linear algebra is also important.
Topics You Should Know Entering MS&E 121:
Setting up "word problems" as probability calculations
Computing probabilities via conditioning
Computing expected values via conditioning
Variance and standard deviation
Law of large numbers
Central limit theorem
Integrating basic functions of one variable
Differentiating functions of a single variable
Maximizing/minimizing functions of a single variable
Fundamental theorem of calculus
Writing systems of linear equations using vector/matrix notation
Calculating the sum and product of two matrices
Calculating the n'th power of a matrix
MS&E 121 Pre-Quiz:
There is a pre-quiz that you should take before starting MS&E 121. This quiz is intended to be a self-assessment tool on the quantitative abilities students will need in MS&E 121 to be successful.
You can download the pre-quiz from here.