Simon Fraser University
Engaging the World

Course Outlines

Summer 2025 - MATH 426 D100

Probability (3)

Class Number: 4306

Delivery Method: In Person

Overview

  • Course Times + Location:

    May 12 – Aug 8, 2025: Mon, 1:30–2:20 p.m.
    Burnaby

    May 12 – Aug 8, 2025: Wed, 12:30–2:20 p.m.
    Burnaby

  • Exam Times + Location:

    Aug 11, 2025
    Mon, 12:00–3:00 p.m.
    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:

We will cover the first five chapters of the text.

  1. Events and their Probabilities
    probability spaces, conditional probability, independence, product spaces
  2. Random Variables and their Distributions
    random variables, expectation, the law of averages, random vectors
  3. Discrete Random Variables
    probability mass functions, independence and expectation, indicators, conditional distribution, sums of random variables
  4. Continuous Random Variables
    density functions, independence and expectation, functions of random variables, distributions arising from the normal distribution
  5. Generating Functions and their Applications
    generating functions, branching processes, characteristic functions, the law of large numbers, central limit theorem

Grading

  • Attendance 5%
  • Homework Assignments (submitted online) 10%
  • Midterm 1 20%
  • Midterm 2 20%
  • Project 15%
  • Final 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

REQUIRED READING NOTES:

Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.

Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

At SFU, you are expected to act honestly and responsibly in all your academic work. Cheating, plagiarism, or any other form of academic dishonesty harms your own learning, undermines the efforts of your classmates who pursue their studies honestly, and goes against the core values of the university.

To learn more about the academic disciplinary process and relevant academic supports, visit: 


RELIGIOUS ACCOMMODATION

Students with a faith background who may need accommodations during the term are encouraged to assess their needs as soon as possible and review the Multifaith religious accommodations website. The page outlines ways they begin working toward an accommodation and ensure solutions can be reached in a timely fashion.