MVE251: Probability and Random Processes

This is a webpage for a 7.5 hp course starting on Monday 29/10, 2012.
This graduate course is aimed at the Master and PhD students at the Department of Signals and Systems.
The course textbook
Main: "Probability and Random Processes", 3rd edition, by Grimmet and Stirzaker
Optional: "One thousand exercises in probability" by Grimmet and Stirzaker
Examination rules
Serik Sagitov (Lectures and exercises 6.0 p)
Tomas Mc Kelvey (Computer projects 1.5 p)
Mondays at 13.15-15.00, room MVL14
The lectures will not cover all the material. It is important that the students have a look at the relevant chapters in advance.
Thursdays at 10.00-11.45, room MVL14
Computer projects
Final exam date
Tuesday 18 December, 2012, 14.00-18.00, Väg och vatten
Example of the written examination questions
Click here
Lists of students
Further courses
MVE155 Statistical Inference
MVE330 Stochastic Processes