Department of Computer Science, National Chiao Tung University

DCP 3351 (1207) Probability Theory

Ÿ   Time of Offering: Fall Term, 2014

Ÿ   Level: Mandatory for CS undergraduate Students

Ÿ   Course Instructor

­         Wen-Hsiao Peng (彭文孝), Ph.D.

­         E-mail: wpeng@cs.nctu.edu.tw

­         Office: EC431 (工三館 431)

­         Phone: 56625

­         Lab: Multimedia Architecture and Processing Laboratory (MAPL)

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

Ÿ   Teaching Assistant

­         Hui-Ting Lin (林惠婷)  christine8104231992@hotmail.com

­          I-Chen Cheng (鄭翊辰aposmile@gmail.com

­         Chia-Hua Chung (鍾佳樺)  jason0602q@gmail.com

­         Room: ES 704 (電子資訊大樓)

­         Phone: 59267

Ÿ   Course Homepage

­         http://mapl.nctu.edu.tw/course/Pro_2014/index.php

Ÿ   Lecture

­         The course meets on Tuesdays from 13:20pm to 15:10pm (2EF) and Fridays from 9:00am to 9:50am (5B), in EC022.

Ÿ   Course Outline

­         Sample Space and Probability

­         Discrete Random Variables

­         General Random Variables

­         Further Topics on Random Variables

­         Limit Theorems

­         The Bernoulli and Poisson Processes

­         Markov Chains

Ÿ   Text Books

­          Dimitri P. Bertsekas and John N. Tsitsiklis, Introduction to Probability, 2nd ed., Athena Scientific, 2008. (ISBN 978-1-886529-23-6)

­         Lecture Notes: http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041-probabilistic-systems-analysis-and-applied-probability-fall-2010/lecture-notes/

Ÿ   References

­         K. L. Chung and F. AitSahlia, Elementary Probability Theory with Stochastic Processes and an Introduction to Mathematical Finance, 4th ed., Springer-Verlag, 2003.

­         W. Feller, An Introduction to Probability Theory and Its Applications, 3rd ed., Wiley, 1950.

­         S. Ghahramani, Fundamentals of Probability, with Stochastic Processes, 3rd ed., Prentice Hall, 2005.

Ÿ   Grading Policy

­         Homework (10%)

­         Quiz and Attendance (15%)

­         2 Mid-term Exams (45%, closed book)

­         Final Exam (30%, closed book)

Ÿ   Office Hours

­         Tuesdays/Fridays after classes in EC022.

­         Other time slots are also possible by appointments beforehand.

Ÿ   Miscellaneous

­         10/16~10/30 - attending the MPEG Meeting, Strasbourg, France, and the International Conference on Image Processing (ICIP), Paris, France.

­         12/09~12/12 - attending the Asia-Pacific Signal and Information Processing Association (APSIPA), Siem Reap, city of Angkor Wat, Cambodia.