Download MATH218 PROBABILITY and RANDOM PROCESSES

MATH218 PROBABILITY and RANDOM PROCESSES
COURSE OBJECTIVES
This Course aims to provide basic and some further concepts of probability and random processes
including the axioms of probability, Bayes' theorem, random variables and sums of random
variables, law of large numbers, the central limit theorem and its applications, confidence
intervals, discrete and continuous-time random processes, elementary introduction to queueing
theory.
TEXTBOOK
“Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer
Engineers, Roy D. Yates and David J. Goodman
COURSE OUTLINE
Week
1
Chapter
1
2
1
3
2
4
2
5
3
6
7
8
9
10
11
3
4
12
10
13
14
12
12
5
6
10
Experiments, Models and Probabilities: Probability
Axioms, Conditional Probability
Independence, Tree Diagrams, Counting Methods, Independent
Trials
Discrete Random Variables: Probability Mass Functions,
Cumulative Distribution Function, Averages, Functions of
Random Variables
Families of Discrete Random Variables: Bernoulli, Geometric,
Binomial, Pascal, Poisson, Discrete Uniform
Expected Value, Variance and Standard Deviation, Conditional
Probability Mass Function
Continuous Random Variables: Probability Density Function, The
Cumulative Distribution Function, Expected Values
Families of Continuous Random Variables
Pairs of Random Variables
Midterm exam
Random Vectors
Sums of Random Variables
Stochastic Processes: Definition, Examples and Types of SPs, IID
Random Sequences
The Bernoulli Processes, The Poisson Processes, Expected Value
and Correlation, Gaussian Processes
Markov Chains
Markov Chains
ASSIGNMENTS: Assignments are individual unless specifically stated otherwise.
RULES FOR ATTENDANCE: Attendance is required at all times. Students are expected to come
to class fully prepared to discuss textbook readings and course assignments. Some percentage of
your final grade will be based on your attendance and class participation.
HOMEWORK POLICY: Homework problems are the best preparation for exams. You should try
to work the homework problems without constant reference to the text or passively receiving help
from others. I encourage to discuss problems with others, but you should try to do the actual
problems yourself. If you have gotten the idea about how to solve a problem from another person
or by looking things up in the text, try to do a related problem without outside aid.
COURSE GRADING
Course grades will be based on a weighted average based on the following:
Midterm Exam
Quizes/ Assignments
Participation
Final Exam
30%
15%
%5
50%