Day/Time: | TuTh 12:30pm -- 1:45pm EST |
Location: | EGR Building (088) -- Room 1-108 |
Armand M. MAKOWSKI | |
Office: | AVW - 2357 |
Voice: | (301) 405 - 6844 |
Fax: | (301) 314 - 9281 |
Email: | armand@isr.umd.edu |
Day/Time: | TuTh 10:00am -- 11:30pm EST |
Also by appointment |
Required text: | Bruce HAJEK |
Random Processes for Engineers, | |
Cambridge University Press, Cambridge (UK), 2015. | |
Available online | |
Suggested text (See below): | Geoffrey R. GRIMMETT and David R. STIRZAKER |
One Thousand Exercises in Probability -- With solutions! | |
Oxford University Press, Oxford (UK), 2001. |
Additional material and information can be found in the following books and references with coverage similar or complementary to
Patrick BILLINGSLEY, Probability and Measure (3rd Edition), Wiley-Interscience, 1995. | |
Kai Lai CHUNG, A Course in Probability Theory (Revised Edition, 2nd Edition), Academic Press, 2000. | |
Geoffrey R. GRIMMETT and David R. STIRZAKER, Probability and Random Processes (Third Edition), Oxford University Press, Oxford (UK), 2001. | |
Sheldon M. ROSS, A First Course in Probability (6th Edition), Prentice-Hall, Upper Saddle River (NJ), 2001. | |
Sheldon M. ROSS, Introduction to Probability Models (10th Edition), Academic Press, 2009. | |
Sheldon M. ROSS and Erol A. PEKOZ, A Second Course in Probability, ProbabilityBookstore.com, Boston (MA), 2007. | |
Santosh S. VENKATESH, The Theory of Probability: Explorations and Applications, Cambridge University Press, Cambridge (UK), 2013. |
Introduction to Probability Theory: Probability models, probability spaces (sigma-fields, probability measures), independence, conditional probabilities (Law of total probability and Bayes' rule), Borel-Cantelli Lemmas
Random variables, probability distributions, expectations (Lebesgue integration, basic definition and properties), conditional expectations (where the conditioning is done with respect to (i) an event, (ii) the sigma-field induced by a partition, (iii) a discrete random variable, and (iv) a general sub-sigma-field)
Characteristic functions, Gaussian rvs
Convergence of sequences of random variables: Almost sure, in probability, in mean-square and in distribution. Definitions, Cauchy criterion, charaterization
Classical limit results of the Theory of Probability: Laws of Large Numbers (LLNs), Central Limit Theorem (CLT) and Poisson Convergence
Some examples of processes: Renewal processes, Stationary processes (wide-sense and strict sense), Markov property, gaussian process, Brownian motion
ENEE 324: | Engineering Probability (or equivalent) |
Homeworks will be assigned on a weekly basis: The homework assignment for the week will be posted every monday night starting 09/03. Each weekly assignment will contain ten (10) homework problems. Many of these problems will come from the required text by Hajek and from the collection of problems compiled by Grimmett and Stirzaker. The TA will prepare an answer key for each problem set; this answer key will be made available before the following monday night. Homeworks will not be graded.
Click here to see the reading assignments.
Occasionally lecture notes on various topics will be made available. Comments and feedback welcome. These lecture notes may be periodically updated.
Set Theory | Some basic facts |
Lecture Notes detailing Chapter 1 (BH) | Not available |
Lecture Notes (Now available) | So far: Convergence on the real line, Modeling random experiments, Measurability, Random variables and their probability distribution |
A link to the textbook often used in MATH 630 and MATH 631: H.L. ROYDEN and P.M. FITZPATRICK, Real Analysis (Fourth Edition), PHI Learning Private Limited (New Delhi, India) |
Name: | Debdipta GOSWAMI |
Email: | goswamid@umd.edu |
Phone: | (240) 601-4255 |
Office: | Manufacturing Building/Room 1141 |
Office hours: | Tu 11:00am -- 12:00noon in AVW 1145 |
Th 11:00am -- 12:00noon in AVW 1301 | |
Also by appointment |
Day/Time: | Friday (11:00am - 11:50am) | |
Room: | CSI 2-118 |
During the recitations, the TA will discuss the solutions to various exercises (in the problem sets) and will review some key points of the course material. Notes used during these recitations can be found here.
Starting in the second week of classes, there will be a quizz at the end of each recitation. Quizzes are tentatively scheduled as follows:
Fr 09/01: | NO QUIZZ |
Fr 09/08: | Quizz # 1 |
Fr 09/15: | Quizz # 2 |
Th 09/21 | Quizz # 3 [Note change in schedule] |
The 09/21 lecture is replaced by a recitation session | |
Fr 09/22: | Quizz # 4 |
Fr 09/29: | NO QUIZZ |
The 09/29 recitation session is replaced by a lecture | |
Fr 10/06: | Quizz # 5 |
Fr 10/13: | Quizz # 6 |
Fr 10/20: | Quizz # 7 |
Fr 10/27: | Quizz # 8 |
Fr 11/03: | Quizz # 9 |
Fr 11/10: | Quizz # 10 |
Fr 11/17: | Quizz # 11 |
Fr 11/24: | NO QUIZZ -- THANKSGIVING BREAK |
Fr 12/01: | Quizz # 12 |
Fr 12/08: | NO QUIZZ |
The 12/08 recitation session is replaced by a lecture |
The final grade for the course will be based on performance on quizzes, two tests and a final exam; their respective contributions to the final grade are listed below. All in-class examinations will take place in the classroom
Quizzes | (15%) | During recitations; see schedule above. | Best ten (10) quizzes out of thirteen (13) will be used in computing this contribution to your grade. | |
Exam 1 | (25%) | October 19 | Take-home exam | Answer Key is now available here |
Chapter 1 (BH) : Sections 1.1 - 1.11 | ||||
Appendix (BH) : Sections 11.1 -- 11.2 and 11.5 | ||||
Lecture Notes: Chapters 1--5 | ||||
Homeworks # 1 -- # 7 | ||||
Quizzes # 1 -- # 7 | ||||
Exam 2 | (20%) | November 21 | CUMULATIVE: Closed book with one-page crib sheet allowed | Answer Key is now available here |
(8 1/2' by 11' and you can write on both sides) | ||||
Chapter 1 (BH) : Sections 1.1 - 1.11 | ||||
Chapter 10 (BH) : Section 10.1 | ||||
Appendix (BH) : Sections 11.1 -- 11.2 and 11.5 | ||||
Lecture Notes: Chapters 1--7 | ||||
Homeworks # 1 -- # 11 | ||||
Quizzes # 1 -- # 11 | ||||
Final | (40%) | December 19 | CUMULATIVE: Closed book with one-page crib sheet allowed | Answer Key is now available here |
Coverage is the union of the coverage for Exam 1 and Exam 2. |
08/28/2017 | First day of classes for Fall 2017 | |
08/29/2017 | First ENEE 620 class | Welcome to ENEE 620 |
09/04/2017 | Labor Day | Campus is closed and last swim of the 2017 summer season! |
09/21/2017 | Substitution | Lecture is replaced by recitation session (with Quizz # 3) |
09/29/2017 | Substitution | Recitation session is replaced by a lecture 9and no Quizz) |
10/19/2017 | Test # 1 | Take-home exam -- Due 10/24/2017 |
11/21/2017 | Test # 2 | In class exam (Cumulative, closed book but one-page crib sheet allowed) |
11/23/2017 | Thanksgiving | Campus is closed and the turkey carved! |
11/24/2017 | Thanksgiving | Campus is closed and no recitation |
12/08/2017 | Last ENEE 620 class | |
12/12/2017 | Last day of classes for Fall 2017 | |
MM/DD/2017 | Final Exam | 01:30pm - 03:30pm (Classroom) BE THERE ON TIME! (Cumulative, closed book but one-page crib sheet allowed) |