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Probabilistic Systems Analysis and Applied Probability >> Content Detail



Study Materials



Readings

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This section contains the reading assignments from the course textbook: Bertsekas, Dimitri P., and John N. Tsitsiklis. Introduction to Probability. Belmont, MA: Athena Scientific Press , June 2002. ISBN: 188652940X.



Recommended Texts


Drake, A. Fundamentals of Applied Probability Theory. New York, NY: McGraw-Hill, 1988. ISBN: 0070178151.

Ross, S. A First Course in Probability. Upper Saddle River, NJ: Prentice Hall, 2005. ISBN: 0131856626.


Ses #Topicsreadings
L1Probability Models and AxiomsSections 1.1-1.2
L2Conditioning and Bayes' RuleSections 1.3-1.4
L3IndependenceSection 1.5
L4CountingSection 1.6
L5Discrete Random Variables; Probability Mass Functions; ExpectationsSections 2.1-2.4
L6Conditional Expectation; ExamplesSections 2.4-2.6
L7Multiple Discrete Random VariablesSection 2.7
L8Continuous Random Variables - ISections 3.1-3.3
L9Continuous Random Variables - IISections 3.4-3.5
Q1Quiz 1 (Covers up to L7)
L10Continuous Random Variables and Derived DistributionsSection 3.6
L11More on Continuous Random Variables, Derived Distributions, ConvolutionSection 4.2
L12TransformsSection 4.1
L13Iterated Expectations, Sum of a Random Number of Random VariablesSections 4.3-4.4
L14Prediction; Covariance and CorrelationSections 4.5-4.6
L15Bernoulli ProcessSection 5.1
L16Poisson ProcessSection 5.2
Q2Quiz 2 (Covers up to L14)
L17Poisson Process ExamplesSection 5.2
L18Markov Chains - ISections 6.1-6.2
L19Markov Chains - IISection 6.3
L20Markov Chains - IIISection 6.4
L21Weak Law of Large NumbersSections 7.1-7.3
L22Central Limit TheoremSection 7.4
L23Strong Law of Large NumbersSection 7.5
L24Interactive Exploration
Final Exam (During Finals Week)

 








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