Master Syscom & Computer Science – Year 2016-2017 – Spring Semester
“Everything you always wanted to know about probability but were afraid to ask”
- Course description
- The lecture notes are available in the detailed description of the course below.
- Four graded homeworks: 5% each
- Midterm: 20%
- Exam: 60%
- Final grade = 60% exam + 20% midterm + 20% graded homeworks
Teacher Voice Office Office Hours Olivier Lévêque, IC-LTHI olivier.leveque#epfl.ch 021 693 81 12 INR 132 by appointment TA 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
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.