Simon Fraser University
Engaging the World

Course Outlines

Summer 2023 - MATH 426 D100

Probability (3)

Class Number: 2243

Delivery Method: In Person

Overview

  • Course Times + Location:

    Mo 12:30 PM – 2:20 PM
    WMC 2830, Burnaby

    We 1:30 PM – 2:20 PM
    WMC 2830, Burnaby

  • Exam Times + Location:

    Aug 15, 2023
    3:30 PM – 6:30 PM
    WMC 2202, Burnaby

  • Prerequisites:

    MATH 242 and (MATH 348 or STAT 380), all with a minimum grade of C-.

Description

CALENDAR DESCRIPTION:

An introduction to probability from the rigorous point of view. Random variables. Generating functions. Convergence of random variables. The strong law of large numbers and the central limit theorem. Stochastic processes. Stationary process and martingales.

COURSE DETAILS:

Chapters ―
1. Events and their probabilities
2. Random variables and their distributions
3. Discrete random variables
4. Continuous random variables
5. Generating functions and their applications
7. Convergence of random variables
8. Random processes
9. Stationary processes

Grading

  • Homework Assignments (submitted online) 40%
  • Midterm 20%
  • Project 10%
  • Final Exam 30%

NOTES:

THE INSTRUCTOR RESERVES THE RIGHT TO CHANGE ANY OF THE ABOVE INFORMATION.
Students should be aware that they have certain rights to confidentiality concerning the return of course papers and the posting of marks.
Please pay careful attention to the options discussed in class at the beginning of the semester.

Materials

REQUIRED READING:

Probability and Random Processes by Geoffrey Grimmett and David Stirzaker
Oxford University Press; 4th edition
ISBN: 978-0198847595

Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

SFU’s Academic Integrity website http://www.sfu.ca/students/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating. Check out the site for more information and videos that help explain the issues in plain English.

Each student is responsible for his or her conduct as it affects the university community. Academic dishonesty, in whatever form, is ultimately destructive of the values of the university. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the university. http://www.sfu.ca/policies/gazette/student/s10-01.html