Instructor: Prof. Fotios C. Harmantzis
fharmant at stevens dot edu
 http://www.stevens.edu/perfectnet

Teaching Assistants:

Mr. Saravut Yaipairoj (PhD Candidate)

Course Description

This course provides a background in probability and stochastic processes necessary for the analysis of telecommunications systems.  Topics include:  combinatorial methods, axioms of probability, discrete and continuous random variables, expectation, jointly distributed random variables, limit theorems and Poisson processes. Applications:  Telecommunications Systems, Portfolio Management, Finance.

Prerequisites: Undergraduate Calculus.

Text Books

• Solomon, Frederick. Probability and Stochastic Processes. Prentice Hall, ISBN 0-13-711961-5

Grading

• Homework Assignments (By-Weekly)                                          10%
• Topic Quizzes (You will receive one week notice)                         20%
• Midterm Exam                                                                              45%
• Final Comprehensive Exam                                                           45%

Lectures

1. Combinatorics
2. Axioms of Probability
3. Conditional Probability and Independence
4. Random Variables
5. Discrete Random Variables
6. Continuous Random Variables
7. Joint Probability Distributions
8. Variance, Covariance, Correlation Coefficient, and more on Expectations
9. Limit Theorems
10. Stochastic Processes:  The Poisson Process
11. Applications

Recommended Texts

• Leon-Garcia, Alberto. Probability and Random Processes for Electrical Engineering, Second Edition, 1993.  Addison-Wesley, ISBN 0-201-50037-X
• Ross, Sheldon M. A First Course in Probability, Sixth Edition, 2001. Prentice Hall, ISBN 0-13-033851-6
• Larsen and Marx.  An Introduction to Mathematical Statistics and its Applications, Third Edition, 2000.  Prentice Hall, ISBN 0-13-922303-7