MMAT5340 - Probability and Stochastic Analysis - 2018/19
- Course Outline [Download file]
- Homework 1 is assigned. The due date is 22 Oct, 2018.
- Midterm: 22 Oct 2018. The content is what we leaned till 22 Oct.
- For Homework 1 problem 9.19, please change 100 to 50.
- You can now take back your midterm.
- Homework 2 is assigned. The due date is 1 Dec, 2018.
- The Final Examination: December 3, 2018 (Monday), 18:30 (sharp)-20:00, at Wu Ho Man Yuen Bldg 507.
- The suggested solution of Homework 2 has been uploaded.
Prof. Zeng Tieyong
- Office: LSB225
- Tel: 39437966
Lo Chiu Hong
- Office: LSB 232B
- Tel: 39437978
Time and Venue
- Lecture: Mo 6:30PM - 9:15PM, Wu Ho Man Yuen Bldg 507
This course is designed for the M.Sc. Programme in Mathematics. This course focusses on the rigorous foundation in probability and Markov chains theory with applications in different areas. No prior knowledge of measure theory is assumed.
- Peter Olofsson, Mikael Andersson, Probability, Statistics, and Stochastic Processes, Wiley, 2012, 2nd Edition.
- Saeed Ghahramani, Fundamentals of Probability, with Stochastic Processes, CRC Press, 2015, 3rd Edition.
- Roy D. Yates, David J. Goodman, Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, Wiley, 2004, 2nd Edition.
- Homework 1: Problem 1.18--1.20, 2.45, 3.23--3.25, 4.21--4.23, 5.18, 5.45--5.46, 6.8, 8.11, 8.21, 9.19, 10.13 in lecture notes (UCSB); due date: 22 Oct, 2018
- Homework 2: Problem 11.29-11.32, 11.36, 11.40, 12.12-12.14, 12.27, 13.20, 13.30, 14.12-14.13, 14.18, 15.24-15.27 in lecture notes (UCSB); due date: 1 Dec, 2018
- Markov Chain Proofs.
- Google Page Rank
- Continuous-Time Markov Chains
- Introduction to Probability Models 11th Edition
Honesty in Academic Work
The Chinese University of Hong Kong places very high importance on honesty in academic work submitted by students, and adopts a policy of zero tolerance on cheating and plagiarism. Any related offence will lead to disciplinary action including termination of studies at the University. Although cases of cheating or plagiarism are rare at the University, everyone should make himself / herself familiar with the content of the following website:http://www.cuhk.edu.hk/policy/academichonesty/
and thereby help avoid any practice that would not be acceptable.
Assessment Policy Last updated: November 30, 2018 21:36:32