Department of Computer Science, National Chiao-Tung University
DCP3351 Probability Theory
Time of offering: Spring Term, 2010
Level: Mandatory for all the CS undergraduates
Wen-Hsiao Peng (彭文孝), Ph.D
Office: EC431 (工三館 431)
Room: 639 (工三館)
Room: EIC 720/721 (電子資訊大樓)
The course meets on Wednesdays from 10:10am to 12:00pm (3CD) and Fridays from 15:40pm to 16:30pm (5G), in EC016.
There will be a 2-hour recitation session every week (check the course web page for the classroom and the first recitation session). Attendance to the recitation session is highly recommended.
1. Sample Space and Probability
2. Discrete Random Variables
3. General Random Variables
4. Further Topics on Random Variables
5. Limit Theorems
6. The Bernoulli and Poisson Processes
7. Markov Chains
Lecture Notes http://stellar.mit.edu/S/course/6/fa09/6.041/index.html
K. L. Chung and F. AitSahlia, Elementary Probability Theory with Stochastic Processes and an Introduction to Mathematical Finance, 4th ed., Springer-Verlag, 2003. (Highly Recommended)
W. Feller, An Introduction to Probability Theory and Its Applications, 3rd ed., Wiley, 1950. (Bible Text)
2 Mid-term Exams (25% each)
Final Exam 30%
Homework or Quiz 10%
Attendance 10% (Roll call may be made from time to time)
Wednesdays and Fridays after classes in EC431.
Other time slots are also possible by appointments beforehand.
4/14~4/23 MPEG meeting in Dresden, Germany