Department of Computer Science, National Chiao-Tung University

DCP3351 Probability Theory

Ÿ             Time of offering: Spring Term, 2010

Ÿ             Level: Mandatory for all the CS undergraduates

Ÿ             Course Instructor

­             Wen-Hsiao Peng (彭文孝), Ph.D

­             E-mail: pawn@mail.si2lab.org

­             Office: EC431 (工三館 431)

­             Phone: Ext56625

­             Lab: Multimedia Architecture and Processing Laboratory (MAPL)

­             URL: http://mapl.nctu.edu.tw

Ÿ             Recitation Instructor

­              郭俊利 estar.cs95g@nctu.edu.tw

­              Room: 639 (工三館)

­              TEL: 0922526692

Ÿ             Teaching Assistants

­             陳俊吉 cheerchen73@gmail.com

­             詹家欣 terry0201@gmail.com

­             曾于真 uj30.csie94@nctu.edu.tw

­             Room: EIC 720/721 (電子資訊大樓)

­             TEL: ext59286,59287

Ÿ             Course Homepage

­             http://mapl.nctu.edu.tw/course/Pro_2010/index.php

Ÿ             Lecture

­             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.

Ÿ             Course Outline

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

Ÿ             Text Books

­             Dimitri P. Bertsekas and John N. Tsitsiklis, Introduction to Probability, 2nd ed., Athena Scientific, 2008. 

­             Lecture Notes http://stellar.mit.edu/S/course/6/fa09/6.041/index.html

Ÿ             Reference

­             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)

Ÿ             Grading Policy

­             2 Mid-term Exams (25% each)

­             Final Exam 30%

­             Homework or Quiz 10%

­             Attendance 10% (Roll call may be made from time to time)

Ÿ             Office Hours

­             Wednesdays and Fridays after classes in EC431.

­             Other time slots are also possible by appointments beforehand.

Ÿ             Miscellaneous

­             4/14~4/23 MPEG meeting in Dresden, Germany