TMS115, Probability and Stochastic Processes, 04p. - Q.1, 2006/2007

Lectures and exercises
Rossitza Dodunekova, room H3027 at the Institute of Mathematical Sciences, phone 772 35 34.

Office hours
Friday 13:30 - 14:30 or by appointment

Times and places
The course runs from September 6 until October 20.

Exam: 2006-10-27, 14--18, house V
Examples of what the written exam might look like are given below.
The results of the exam will be announced on November 8 at the bottom floor of the Institute of Mathematical Sciences.
The teacher is available for discussing the exam results on November 15, 13--15, room H3027.

Re-exam: 2007-01-19, 14--18, house V

Book
Probability and Random processes for Electrical Engineering by Alberto Leon-Garcia.
The book is available at Cremona.

Course content
The course will cover most of the material in sections
2.1, 2.2, 2.4 - 2.6, 3.1 - 3.7, 4.1 - 4.8, 5.1 - 5.3, 6.1 - 6.5, 6.7, 7.1, 7.2, 7.4 and 7.5 of the book.
All examples involving characteristic functions will be skipped.

Exercises
Below are given the problems to be demonstrated on the exercise sessions and, in italic, the problems recommended for work on one's own.

W. 2. Chapter 2:	24, 27, 56, 60, 64, 71
	2, 17, 21, 29, 50, 57, 59, 62, 63, 72, 80
W. 3 Chapter 3:	2, 7, 20, 35, 59, 64
	1, 6, 12, 19, 37, 44, 45, 60, 65, 67, 82
W. 4 Chapter 4:	10, 19, 30, 31, 40, 48, 67, 78
	1, 4, 11, 17, 24, 26, 32, 39, 49, 60, 64, 76
W. 5 Chapter 5:	2, 11, 24, 29
W. 6 Chapter 6:	3, 6, 15, 22, 24, 33, 38, 46, 53, 57, 79
	4, 5, 16, 19, 23, 25, 29, 31, 32, 34, 49, 54, 56, 58, 83
W. 7 Chapter 7:	7, 9, 19, 34, 44, 48, 66
	1, 6, 21, 30, 33, 45, 46,

Optional
Two optional homeworks will be handed out at the end of weeks 2 and 4, each one giving a bonus of 2 points (out of 30) on the examination.

• Answers to some problems recommended for work on one's own pdf

• Solution to the exercise problems in Chapter 7 pdf