Instructor:
Semester:
- 2017 Autumn/Monsoon (Aug - Dec)
This course is an introduction to probability at a level suitable for first year graduate students in STCS. Topics include events, probability, conditional probability, random variables, Markov chains, convergence, and martingales.
Evaluation: based on weekly homework/quizzes, a midterm exam, and a final exam.
Textbooks:
Evaluation: based on weekly homework/quizzes, a midterm exam, and a final exam.
Textbooks:
Probability and Random Processes/by G. Grimmett and D. Stirzaker
An Exploration of Random Processes for Engineers/by Bruce Hajek (available online: http://hajek.ece.illin ois.edu/ECE534Notes.html )
Stochastic Processes: Theory and Applications/by R. Gallager (excerpts available online: http://www.rle.mit.edu /rgallager/notes.htm )
Essentials of Stochastic Processes/by R. Durrett (available online from TIFR: https://link.springer.co m/book/10.1007%2F978-3-319-456 14-0 )
An Exploration of Random Processes for Engineers/by Bruce Hajek (available online: http://hajek.ece.illin
Stochastic Processes: Theory and Applications/by R. Gallager (excerpts available online: http://www.rle.mit.edu
Essentials of Stochastic Processes/by R. Durrett (available online from TIFR: https://link.springer.co
Additional references:
Probability with Martingales/by D. Williams
An introduction to probability theory & its applications; v.1&2/by W. Feller
A course in probability theory/by K.L. Chung
An introduction to probability theory & its applications; v.1&2/by W. Feller
A course in probability theory/by K.L. Chung