Department of Mathematics Syllabus
This syllabus is advisory only. For details on a particular instructor's syllabus (including books), consult the instructor's course page. For a list of what courses are being taught each quarter, refer to the Courses page.
Approved Version #1
Textbook: Probability and Stochastic Processes, 1st Edition by Frederick Solomon; Pearson Publishing; ISBN-13 #978-0137119615; $42.00-78.00 via Amazon Books.
|1.5 Lectures||1.1–1.4||The Language and Axioms of Probability.|
|3 Lectures||3.1–3.4||Conditional Probability and Independence.|
|3 Lectures||4.1-4.3, 4.5, 4.6, and 4.8||Discrete Random Variables|
|3 Lectures||5.1-5.5 and 5.7||Continuous Random Variables|
|4 Lectures||8.1-8.4 and 8.6||Joint Probability Distributions|
|5 Lectures||9.1-9.3 and 9.5||Variances, Covariances, etc.|
|4 Lectures||10.1-10.4||The Normal Distribution, CLT, and Law of Large Numbers|
Optional sections are: 3.3, 4.4, 4.7, 5.8, 8.5, 9.4, and 10.6. The core sections should be doable without additional lectures. One or more optional sections may be covered, depending on the time schedule and instructor’s taste.
Approved Version #2
Textbook: Probability and Random Processes, 3rd Edition by Geoffrey R. Grimmett and David R. Stirzaker; Oxford University Press; ISBN-13 #978-0198572220; $34.00-67.00 via Amazon Books.
|Chapter 1||1.1-1.5||Events and their probabilities.|
|Chapter 2||2.1-2.3||Random variables and their distributions.|
|Chapter 3||3.1-3.8 with a little of 3.9||Discrete random variables.|
|Chapter 4||4.1-4.8||Continuous random variables.|
|Chapter 5||5.7-5.10||Generating Functions and their applications.|