CMPE 107: Mathematical Methods of Systems Analysis: Stochastic
Fall 2004
Professor/TA/Grader:
|
Roberto Manduchi |
Dan Yuan |
Michi Mutsuzaki |
Class/Section Hours:
|
MWF 9:30 to 10:45 |
|
W 11-12:30
Th 4:30-5:30 |
Room:
|
BE 152 |
|
Jack's lounge |
Office:
|
E2 327 |
E2 301 |
|
Office Hours:
|
W-Th 3:00 to 4:00 pm |
MTh 11:00-12:00 |
|
e-mail:
|
manduchi@soe.ucsc.edu |
dyuan@soe.ucsc.edu |
mmutsuza@ucsc.edu |
Announcements
- 11/20 - The fourth quiz is moved to Wednesday Nov. 24.
- 10/17 - Those who got a score of 20 or more in the first quiz are excused from attending the weekly sections (but are certainly welcome to attend them if they so wish).
- 10/14 - Homework 2 is out (due 10/20)
- 10/6 - There is a web archive of the lectures at http://media4.ucsc.edu/webcast. Login and password will be given in class.
- 10/5 - The first quiz will be held on 10/13.
- 10/4 - The 1st Homework is out - due 10/11.
- 10/1 - Announcements related to the course will be posted here. Please check this page frequently.
Graphs from lectures
General Description
- This course consists of an introduction to probability theory and its applications to computer engineering. The main goal is to develop the basic mathematical tools to build and understand 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. We will consider practical application examples from real problems in computer engineering.
Here is the detailed calendar of the course.
- Textbook:
- Probability & Statistics. A. Papoulis. Prentice Hall. ISBN 0-13-711698-5
- Grading: The course work will be weigthed as follows for the final score:
- Homework: 10%
- Quizzes: 50%
- Final exam: 40%
- Quizzes: There will be
5 4 quizzes throughout the course. The dates of the quiz will be posted in the course's calendar.
IMPORTANT
The lowest score you get in the quizzes will be discarded. Therefore, if for any reason you cannot take a quiz, you are covered (the corresponding "0" score will be discarded). Make-up quizzes will not be assigned.
- The Final Exam will be held on Monday, December 6, 4-7 pm, in Rm. 152.
- Prequisites
:
- MATH 024 or MATH 014 or MATH 027
- or both ENGR 027 and CMPE 016
- Passing the First Day Evaluation
All students enrolling in this class are advised that Academic Integrity will be strictly enforced.
