General
- Course description
- The lecture notes are available in the detailed description of the course below.
- Grading:
- Four graded homeworks: 5% each
- Midterm: 20%
- Exam: 60%
- Final grade = 60% exam + 20% midterm + 20% graded homeworks
Staff
Teacher E-mail Voice Office Office Hours Olivier Lévêque, IC-LTHI olivier.leveque#epfl.ch 021 693 81 12 INR 132 by appointment TA E-mail Voice Office Office Hours ?, ? ? ? ? ?
Schedule (to be confirmed)
Type Day Hour Room Lectures Wednesday 2:15 AM – 4:00 PM INM 203 Lectures Thursday 2:15 AM – 3:00 PM INM 203 Exercise Sessions Thursday 3:15 PM – 5:00 PM INM 203
Detailed program and lecture notes
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Homeworks
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Problem sets
Date
Due
Solutions
Matlab Homework 1 (graded)
Sept 17
Monday, Oct 5
Matlab Solutions 1
Code
Homework 1
Sept 17
Sept 24
Solutions 1
Homework 2
Sept 24
Oct 1
Solutions 2
Homework 3
Oct 1
Oct 8
Solutions 3
Matlab Homework 2 (graded)
Oct 8
Monday, Oct 26
extended to Thursday, Oct 29
Matlab Solutions 2
Code
Homework 4
Oct 8
Oct 15
Solutions 4
Homework 5
Oct 15
Oct 22
Solutions 5
Homework 6
Oct 22
Oct 29
Solutions 6
Homework 7
Oct 29
Nov 5
Solutions 7
Midterm Exam (replacing Homework 8)
Nov 5, 2:15 PM
Nov 5, 5:00 PM
Midterm Solutions
Homework 9
Nov 12
Nov 19
Solutions 9
Matlab Homework 3 (graded)
Nov 12
Monday, Nov 23
Matlab Solutions 3
Code
Homework 10
Nov 19
Nov 26
Solutions 10
Homework 11
Nov 26
Dec 3
Solutions 11
Homework 12
Dec 3
Dec 10
Solutions 12
Matlab Homework 4 (graded)
Dec 3
Monday, Dec 14
Matlab Solutions 4
Code
Homework 13
Dec 10
Dec 17
Solutions 13
Final Exam (2014-2015 version)
Sat, Jan 16, 8:15 AM
Sat, Jan 16, 11:15 AM
Final Solutions
Reference textbooks for the course
- Sheldon M. Ross, Erol A. Pekoz, A Second Course in Probability, 1st edition, www.ProbabilityBookstore.com, 2007.
- Jeffrey S. Rosenthal, A First Look at Rigorous Probability Theory, 2nd edition, World Scientific, 2006.
- Geoffrey R. Grimmett, David R. Stirzaker, Probability and Random Processes, 3rd edition, Oxford University Press, 2001.
- More advanced: Richard Durrett, Probability: Theory and Examples, 4th edition, Cambridge University Press, 2010.
- More advanced: Patrick Billingsley, Probability and Measure, 3rd edition, Wiley, 1995.