Class Meetings: TTh 10:00AM - 11:30AM in 4088 EH
Text:
Required (pictured above):
Grimmett and Stirzaker, Probability and Random Processes.
Third Edition
Suggested (these are not necessarily suggested for purchase, and will be held on reserve at the ... library):
Grimmett and Stirzaker, One Thousand Exercises in Probability.
Ross, A First Course in Probability.
Ross, Introduction to Probability Models.
Feller, An Introduction to Probability Theory and Its Applications, Vol. 1, 2.
Kac, Statistical Independence in Probability, Analysis and Number Theory.
Bollobás, Random Graphs.
Instructor: Pat Boland
Email: pboland@umich.edu
Office: 3835 EH
Office Hours: TTh 12:00PM - 1:30PM in 3835 EH and by appointment
Tuesday | Thursday |
1/9 Events, proability spaces, and conditional probability (1.1-1.4) |
|
1/14 Conditional probability and independence (1.4-1.5, 1.7) Quiz 1 |
1/16 Random variables and distribution functions (2.1, 2.3) HW 1 due |
1/21 Distribution functions and random vectors (2.3, 2.5) Quiz 2 |
1/23 Chapter 2 Problems HW 2 due |
1/28 No Class (University closed) | 1/30 Mass functions and independence (3.1, 3.2) |
2/4 Expectation and examples (3.3, 3.5) Quiz 3 HW 3 due |
2/6 Dependence and conditional distributions (3.6, 3.7) |
2/11 Sums and random walks (3.8, 3.9-10) Quiz 4 HW 4 due |
2/13 Exam (to cover sections 1.1-5, 2.1, 2.3, 2.5, 3.1-3, 3.5-6) |
2/18 Continuous density functions, independence, and expectation (4.1-4.3) |
2/20 Examples of CRVs and dependence
(4.4-4.5) Quiz 5 |
2/25
Conditional distributions and functions of CRVs (4.6-4.7) HW 5 due |
2/27 Sums of CRVs
(4.8) Quiz 6 |
3/4 No Class | 3/6 No Class |
3/11 Bertrand's paradox and Generating functions
(4.13, 5.1) |
3/13 More Generating functions (5.1) Quiz 7 |
3/18 Applications of GFs (5.2-3) HW 6 due |
3/20 Convergence of RVs (7.1-2) |
3/25 Law of Large Numbers and Central Limit Thrm | 3/27 Exam (HW 7 assigned in class, do not turn in) |
4/1 Markov Chains | 4/3 Classify states Quiz 8 |
4/8 Classify chains | 4/10 Quiz 9 |
4/15 ... | 4/17 HW 8 due |
4/22 ... |