STAT/MATH 418 (Section 1) Probability and Stochastic Processes FALL 2011 10:10 am - 11:00 am M W F 258 Willard Professor: G. J. Babu, 417C Thomas Building   Phone:  (814) 863-2837   Email:  babu@stat.psu.edu   Office Hours: Mondays and Wednesdays 1:30 pm - 2:30 pm T. A.: Ningtao Wang, 316 Thomas Building   Phone:  (814) 863-3238   Email:  nxw5034@psu.edu   Office hours: Tuesdays and Thursdays 9 am - 10 am Home Work: Visit the course web page http://www.stat.psu.edu/~babu/418/ regularly for Home Work assignments. They should be submitted in class on the due dates. Late submissions will not be accepted. Examinations: Two in-class midterms (September 30 and November 11) and a final exam. They will be closed-book exams. You may bring a 8.5x11in sheet of notes and a calculator. Make-ups will not be given. Evaluation: Each of the two midterm exams will carry 20% weight, final exam 30%, and Home work 30% of the grade. Textbook:   Probability and stochastic processes: a friendly introduction for electrical and computer engineers  by Yates and Goodman. Course description: This course is an introduction to Probability and Stochastic Processes for engineering students. Combinatorial analysis as a preparation for the main material will be covered in the beginning of the course. The topics include axiomatic theory of probability, conditional probability, Bayes theorem, independence, random variables, expectation, continuous and discrete distributions, joint distribution functions, conditional distributions, conditional expectations, covariance, correlation, probability inequalities and limit theorems, stochastic processes including Poisson, Brownian motion, and Gaussian processes. All Penn State and Eberly College of Science policies regarding ethics and honorable behavior apply to this course. See http://www.psu.edu/ufs/policies/.