ENEE 324 - Engineering Probability

Fall 2016

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):

1st Midterm, October 10 Coverage: Sect.1.1 through Sect.2.4; Home assignments 1 to 4
2nd Midterm, November 16 Coverage: Sect.1.1 through Sect.4.4; Home assignments 1 to 7
Final exam, December 17, 1:30 to 3:30
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