E-mail
jwong@math.cuhk.edu.hk
Office
Lady Shaw Bldg 208
Phone extension
3943 7987
Lecturer's office hours
Please email me to arrange an appointment.
Teaching Assistant
XIE, Yuhao
E-mail
yhxie@math.cuhk.edu.hk
Office
LSB G08
Phone extension
TA's office hours
Please email me to arrange an appointment.

Course Information

Course Outline

Axioms of probability, conditional probability, independence, discrete random variables, continuous random variables, mean, variance and covariance, moment generating function, Poisson distributions, normal distributions, central limit theorem, law of large numbers, random walks, transition probabilities and Markov chains. Students taking this course are expected to have advanced calculus knowledge.

Advisory: MATH Majors should select not more than 5 MATH courses in a term.

Text and References

Text

  • Sheldon Ross, A first course in probability. 8th edition. Pearson.

Reading List: This will be updated during the academic year.

  • K. L. Chung, Elementary Probability Theory with Stochastic Processes. Springer International Student Edition, 1978

  • K. L. Chung, A course in probability theory. Elsevier Inc., 1968.

  • A. N. Kolmogrov, Foundations of the theory of probability. Chelsea publishing Co., New York. 1956.

The text/references is/are available at the CUHK library.

The text/reference should not be treated as a substitute for the lectures. The lectures may present the material covered in the text in a different manner, or deviate from it entirely. You should take your own notes in class.

Academic Offenses

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. For information on categories of offenses and types of penalties, students should consult the following link: .

Assessment

Your final letter-grade will be determined by the criterion-referenced assessment.

Homework
10%
Mid-term Exam
40%
from 2:45 pm - 4:00 pm, March 12, 2024
Final Exam
50%

Calendar

Important Dates

January 2024

Sunday Monday Tuesday Wednesday Thursday Friday Saturday
1 2 3 4 5 6
7 8 9 10 11 12 13
14 15 16 17 18 19 20
21 22 23 24 25 26 27
28 29 30 31

February 2024

Sunday Monday Tuesday Wednesday Thursday Friday Saturday
1 2 3
4 5 6 7 8 9 10
11 12 13 14 15 16 17
18 19 20 21 22 23 24
25 26 27 28 29

March 2024

Sunday Monday Tuesday Wednesday Thursday Friday Saturday
1 2
3 4 5 6 7 8 9
10 11 12 Midterm 13 14 15 16
17 18 19 20 21 22 23
24 25 26 27 28 29 30
31

April 2024

Sunday Monday Tuesday Wednesday Thursday Friday Saturday
1 2 3 4 5 6
7 8 9 10 11 12 13
14 15 16 17 18 19 20
21 22 23 24 25 26 27
28 29 30

Homeworks

There will be seven graded homework assignments.

Please note that you MUST do the whole homework entirely by yourself. In case of difficulty, you may consult the instructor and the tutors during their office hours. Any answers that show evidence of having been done with others will receive a score of zero; stronger action may also be taken (visit ). Don’t copy the work of others! Be neat, concise and well-organized.

Late homework answers will NOT be graded, and will receive a score of zero.

Submit your homework using Gradescope in Blackboard.

Please click the links below to download the homework.

Lecture Notes

Once you have enrolled your course, we will send you a username and password to access your online learning resources.

Please click the link below to download the lecture notes via Blackboard.

Jeff Chak-Fu WONG, Department of Mathematics, The Chinese University of Hong Kong, Shatin, Hong Kong.