**Instructor:** **Alexander Barg,** Professor, Department of Electrical and Computer Engineering

Office: 2361 A.V.Williams Building

Tel. (301) 405 7135

E-mail abarg32416 at gmail.com

Office hours: check Announcements; if none then on Wednesday 11:00am to 12:30pm, AVW2361

**Teaching Assistants:**

**Yunchuan Li**, Sections 0101, 0103, E-mail: yli93@terpmail.umd.edu

Office hours: Monday 3:30 - 4:30, Thursday 10:00-11:00 AVW 1143

**David Hartman**, Sect. 0102, E-mail: dhartman32416@gmail.com

Office hours: Friday, 12-1, AVW 1301

**Class Schedule:**

Lectures: MoWe 2:00-3:15pm CSI 2117

Section 0101 Discussion: Tuesday 9:00-9:50am CHM0119

Section 0102 Discussion: Tuesday 10:00-10:50am CHM0119

Section 0103 Discussion: Tuesday 8:00-8:50am CHM0119

**Textbook:**
D. P. Bertsekas and J. N. Tsitsiklis,
*Introduction to Probability*, 2nd ed., Athena Scientific 2008,
ISBN978-1-886529-23-6.

Here you can download Preface, Chapter 1,
Solutions to some problems in the book, supplementary problems.

Other useful books:

S. S. Venkatesh, Theory of Probability, Cambridge University Press 2013

S. Ross, A First Course in Probability, Prentice Hall.

**Prerequisites:** click here

**Announcements:** Final Coverage: Chapters 1 through 7 except Sections 4.5,
7.5; Detailed list of topics

**Examinations:** Two midterm exams and one final.

Exam regulations (these rules apply to each of the three exams):

- The exams are closed-book. For each of the exams you are allowed up to 2 pages of notes, 8.5x11 paper, single side only.
- All exams are cumulative.
- No calculators please.

All exams are in CSI 2117 unless otherwise notified.

**Grading Policy:** Homework 10%, midterms and final 30% each.

**Home assignments:** There will be 8-9 assignments.
A subset of problems from each assignment will be graded. For instance,
for a homework of 6 problems I may decide to grade 3 solutions. You
are expected to submit solutions of all the problems. If not all the solutions
are submitted, your credit for this homework will be reduced proportionally. For
instance, if 4 out of 6 problems were attempted, the 100% credit will be
multiplied by (2/3). Graded homework papers will be returned during discussion sessions.

Deadline for submitting completed homeworks is one week after the day they were
assigned (if not indicated otherwise).
Late papers will not be accepted.

** Sample exams:**
*Midterm1* | 1 | 2 |
3 |
*Midterm2* | 1 | 2 |
3 |
*Final* | 1 | 2 | 3 |
4 | 5
(F16) |

Home assignments from *earlier installments* of this
class (for your information only):

2016 Fall: | 1 | 2 | 3 | 4 |
5 | 6 | 7 | 8 | 9 | Solutions

2016 Spring: | 1 | 2 | 3 | 4 |
5 | 6 | 7 | 8 | 9 |
Solutions

2015: | 1 | 2 | 3 | 4 |
5 | 6 | 7 | 8 | 9 | Solutions

Earlier: 1 | 2 | 3 | 4 |
5 | 6 | 7 | 8 | Some solutions

**Course communication: **will be through the class
web page
and e-mail using the e-mail addresses of students registered in the university
system. I am expecting you to view this page and read your e-mail at least once
a week in order not to miss important announcements, postings of home
assignments, occasional corrections to problems, etc.

**
Course Topics (tentative schedule, will be adjusted as we progress): **

I. Sample Spaces and Probability

II. Discrete Random Variables

III. General Random Variables

IV. Further Topics on Random Variables

V. Limit Theorems

VI. The Bernoulli and Poisson Processes

VII. Markov Chains