Time and location: MWF 1:00pm – 1:50pm, VKC 102.
Textbook: Probability and Random Processes, 3rd edition, by Geoffrey Grimmett and David Stirzaker
Instructor: Jianfeng Zhang, DRB 228, (213)740-9805
Email: jianfenz@usc.edu Homepage: http://almaak.usc.edu/~jianfenz
Office hours: M: 10:00-11:00 (DRB 228); W: 10:00-11:00 (Math Center); F: 11:00-12:00 (DRB 228)
Important Dates:
- Midterm Exam: Sept. 30th, Friday
- Final Exam: Dec. 14th, Wednesday, 11:00am-1:00pm
Course Content:
We will cover most parts of Chapters 1-5 and 7. The main topics include: set up of probability space, conditional probability and independence, distribution, expectation, generating functions, characteristic functions, laws of large numbers, and the central limit theorem (CLT). Various (basic and important) discrete and continuous random variables will be discussed.
Grading and Examination Policies
30% of the grade will be based on homework assignments, 25% on midterm exam, and 45% on the final exam.
There is no fixed quotas of A’s, B’s etc., and the number of points needed for a particular grade is not fixed in advance. The grade cutoffs will be based on the instructor’s overall judgement according to: the students’ total points, and the difficulty of the exams.
The one hour Midterm Exam will be given in regular class time. The Final Exam will be comprehensive, with an emphasis on the materials covered after the Midterm Exam. All exams are closed book .
Homework problems will be assigned in every lecture, and collected weekly. No late homework will be accepted, but missed homework with valid reasons can be excused. You are permitted and even encouraged to discuss homework problems with classmates. However, you are not permitted to copy other people’s solutions.
Feedback and Questions
It is very useful to get feedback and questions, both inside and outside class. You are very welcome to visit me during my office hours. You can also make appointments to see me at other time.