Stat418: Introduction to Probability and Stochastic Processes for Engineering
9/5/13 12:43 PM
Stat418/Math418: Introduction to Probability and Stochastic
Processes for Engineering
Fall 2013: Aug 26 - Dec 20
Instructor: Jia Li
417A Thomas Building, phone: 814-863-3074, email: jiali@stat.psu.edu
office hours: TTH 2:45pm-3:45pm or by appointment
Teaching assistant: Bomin Kim
Office: 301 Thomas Building, email: bzk147@psu.edu
office hours: Monday 3:00-5:00pm
Lectures: TR 1:00-2:15pm
Course homepage:
108 Tyson Building
http://stat.psu.edu/~jiali/course/stat418 .
Description of the course:
Introduction to probability and stochastic processes. The course starts with elementary probability, then
moves to joint and conditional distributions, and the Central Limit Theorem. Finally, stochastic processes
including Poisson, Brownian motion, and Gaussian processes will be introduced.
Prerequisites: Math 230 (Calculus and Vector Analysis) or Math 231 (Calculus of Several Variables)
Textbooks:
Required: Probability and Stochastic Processes, 2nd ed., by Roy D. Yates and David J. Goodman
Grading:
Homeworks: 20%
Two midterms: 40%
Final exam: 40%
Exams:
Midterm: Two midterms to be determined.
Final: TBD.
Note:
1. Dates are subject to potential changes, but will be announced well before the exams.
2. Exams will all be closed book.
3. For midterm, you can bring a one-sided fact sheet no larger than 8.5x11 inches; for final, a two-sided
fact sheet no larger than 8.5x11 inches is allowed.
4. Makeup exams are permitted only for very exceptional cases; and verifiable reasons are required for
such exceptions. Students who need makeup exams should plan early and let me know at least a week
ahead of time. A written notice is required.
http://sites.stat.psu.edu/~jiali/course/stat418/
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Stat418: Introduction to Probability and Stochastic Processes for Engineering
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Homeworks:
1. Starting from the second week, homework will be assigned almost every week on Thursday and is due
on Thursday in the following week, unless specially noticed.
2. Homework is required to be submitted at the beginning of the class on Thursday.
3. Late homework will not be accepted, but one homework with the lowest score will not be included in
the final evaluation.
4. Discussion on homework is encouraged. However, each student must turn in his/her own written work
that reflects his/her own understanding of the material. It is a violation of course policy to copy
solutions from others, textbooks, Websites, or previous instances of this course.
Topics
1.
2.
3.
4.
5.
6.
7.
Probability axioms, conditional probability, and combinatorics Week 1-3
Discrete random variables, Week 3-5
Random variables with continuous distributions, Week 6-7
Jointly distributed random variables and random vectors, Week 8-10
Sums of random variables and moment generating functions Week 11
The Central Limit Theorem and applications Week 12
Stochastic processes including Poisson, Brownian motion, and Gaussian processes. Week 13-16
Academic Integrity:
All Penn State and Eberly College of Science policies regarding academic integrity apply to this course. See
http://www.science.psu.edu/academic/Integrity/Policy.html for details.
Policies for students with disabilities:
Penn State welcomes students with disabilities into the University's educational programs. Every Penn State
campus has an office for students with disabilities. The Office for Disability Services (ODS) Web site
provides contact information for every Penn State campus: http://equity.psu.edu/ods/dcl. For further
information, please visit the Office for Disability Services Web site: http://equity.psu.edu/ods .
In order to receive consideration for reasonable accommodations, you must contact the appropriate disability
services office at the campus where you are officially enrolled, participate in an intake interview, and provide
documentation: http://equity.psu.edu/ods/doc-guidelines. If the documentation supports your request for
reasonable accommodations, your campus's disability services office will provide you with an
accommodation letter. Please share this letter with your instructors and discuss the accommodations with
them as early in your courses as possible. You must follow this process for every semester that you request
accommodations.
Lecture Dates, academic calendar
Homework
Lecture notes, homework hints, and solutions
http://sites.stat.psu.edu/~jiali/course/stat418/
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Stat418: Introduction to Probability and Stochastic Processes for Engineering
9/5/13 12:43 PM
------------- Updated on August 26, 2013 ---------------
http://sites.stat.psu.edu/~jiali/course/stat418/
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