Information Page, Math158; CME298 "Basic Probability and Stochastic Processes with Engineering Applications." Spring 2020

Course Description:

This is an introductory upper level undergraduate, graduate course in "Basic Probability and Stochastic Processes with Engineering Applications". Prerequisites for the course are some basic probability and willingness to spend some time with background material as needed. The lectures are mostly self-contained and based on lecture notes written specifically for this class. The notes are complete but rather condensed. The class presentations expand and fill in material for the notes. The full set of class notes is available online. The class notes will be placed online at the end of each class. The class is held remotely on Tuesdays and Thursdays 10:30 to 11:50 am (Pacific Time).

Instructor:

Name	Office	Phone	Office Hours	email
George Papanicolaou	380-383V	723-2081	Tuesdays 1:00-3:00pm and by appointment or email	papanicolaou at stanford dot edu

CA:

Name	Office	Phone	Office Hours	email
Huy Tuan Pham	No phone	Tuesday 3:00-5:00 pm	huypham at stanford dot edu

Textbook

Textbooks for the course are "A Course in Large Sample Theory ", by T. Ferguson; "Statistical Inference ", by G. Casella and R.L. Berger; "Probability and Random Processes ", by G. Grimmett and D. Stirzaker.

The lecture notes for this course are in the homework section.

Grading Policy

There are four homeworks sets that will be due two weeks after they are posted, beginning on Friday April 10. The homework sets contain many problems, more than fifty total, but only about twenty are to be submitted and the selection of which problems to do is up to the student. The grade is S/NC. The CA will grade the homeworks. We will provide solutions to all the homework problems after they are submitted. The solved homework problems are an essential part of this course.