CMPE 107: Mathematical Methods of Systems Analysis: Stochastic.

Fall 2002

URL: www.soe.ucsc.edu/classes/cmpe107/Fall02/

Professor/TA:	Bruno Sansó	Shilpa Ghadge
Class/Section Hours:	TT 4:00 to 5:45	T/T 8:00 to 9:45
Room:	Baskin 152	Crown 203/Baskin 372
Office:	Baskin 143	Jack's lounge
Office Hours:	TT 2:30 to 4:00	MW 3:00 to 4:00
e-mail:	bruno @ ams.ucsc.edu	shilpa @ ams.ucsc.edu

Announcements

• General Description: This course consists of an introduction to probability theory and its applications. The main goal is to develop the basic mathematical tools to consider models that incorporate uncertainty using a probabilistic framework. We start by introducing the axioms of probability and the rules needed to perform calculations with probabilities. We then move into the concepts of independence, conditional probability and Bayes theory, define a random variable, both discrete and continuous, and consider its probability distribution function as well as its expectation and higher order moments. We extend these ideas to the multivariate case. We consider some more advanced topics like the Law of Large Numbers and Central Limit theorem. We also consider applications to some simple stochastic processes like Markov Chains and Poisson Processes.
• Textbook:
  • Probability and Statistics (third edition). M.H. DeGroot and M.J. Schervish. Addison Wesley
• Other References:
  • Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers. R.D. Yates and D.J. Goodman. Wiley.

• Grading: The course work will be weigthed as follows: Quizes 30%, Midterm 35%, Final 35%.

• There will be one midterm (35%, 10/24/02) and one final (35%, W 12/04/02, 12-3 PM).

• Quizes

  • There will be five quizes that will be held in class on: 10/01/02 ; 10/10/02 ; 11/05/02 ; 11/14/02 ; 11/26/02

  • There will be no make-up for quizes, your lowest score will be dropped to allow for ANY event that might prevent you from taking a particular quiz.

• Homeworks: There will be several (possibly weekly) homeworks which will not be graded. Homeworks will give a very close indication of the material that will be covered in exams and quizes.
• Sections: The TA will be in charge of the sections on Tuesdays and Thurdays. You are asked to sign up for only one of the two.

• It is important that you check the web page frequently for homeworks, solutions and announcements.

Course Calendar

Homeworks

Solutions