Information | Data |
---|---|
Instructor | Professor Marek Rychlik |
Office | Mathematics 605 |
Telephone | 1-520-621-6865 |
rychlik@email.arizona.edu | |
Instructor Homepage/Web Server | http://alamos.math.arizona.edu |
Course Homepage | http://alamos.math.arizona.edu/math464 |
Course Homepage (Mirror) | http://marekrychlik.com/math464 |
Personnel | Day of the Week | Hour | Room | Comment |
---|---|---|---|---|
Marek Rychlik | Tuesday | 11:00am-12:00am | Upper Division Tutoring via Teams (Zoom) | Upper Division Tutoring |
Novel Dey, Math 589 Super-TA | Tuesday | 3:30pm-4:30pm | ENR2 - N270HH | Math 589 Super-TA office hours (in person) |
Marek Rychlik | Wednesday | 5:00pm-6:00pm | Math 464 Zoom Link | Regular office hours (Zoom, Math 464) |
Bella Salter, Math 464 TA | Thursday | 12:30pm-1:30pm | Math 514 | Math 464 TA office hours (in person) |
Novel Dey, Math 589 Super-TA | Friday | 1:30pm-2:30pm | ENR2-N270HH | Math 589 Super-TA office hours (in person) |
Marek Rychlik | Friday | 3:00pm-4:00pm | Math 589 Zoom Link | Regular office hours (Zoom, Math 589) |
Office hours by appointment are welcome. Please contact me by e-mail first, so that I can activate a Zoom link for the meeting.
In this course you are welcome and expected to use generative artificial intelligence/large language model tools, e.g. ChatGPT, Dall-e, Bard, Perplexity. Using these tools aligns with the course learning goals such as developing writing and programming skills, and ability to effectively use available information. Be aware that many AI companies collect information; do not enter confidential information as part of a prompt. LLMs may make up or hallucinate information. These tools may reflect misconceptions and biases of the data they were trained on and the human-written prompts used to steer them. You are responsible for checking facts, finding reliable sources for, and making a careful, critical examination of any work that you submit. Your use of AI tools or content must be acknowledged or cited. If you do not acknowledge or cite your use of an AI tool, what you submit will be considered a form of cheating or plagiarism. Please use the following guidelines for acknowledging/citing generative AI in your assignments:
Students are expected to be present for all exams. If a verifiable emergency arises which prevents you from taking an in-class exam at the regularly scheduled time, the instructor must be notified as soon as possible, and in any case, prior to the next regularly scheduled class. Make-up exams and quizzes will be administered only at the discretion of the instructor and only under extreme circumstances. If a student is allowed to make up a missed exam, (s)he must take it at a mutually arranged time. No further opportunities will be extended. Failure to contact your instructor as stated above or inability to produce sufficient evidence of a real emergency will result in a grade of zero on the exam. Other remedies, such as adjusting credit for other exams, may be considered.
Probability : An Introduction. Geoffrey Grimmett, Dominic Welsh, and Professor of Mathematics (Retired) Dominic Welsh
All examinations are planned to be administered during the class time, either in person or on Zoom.
If, due to unforseen circumstances, they cannot be held in person, they are held on Zoom using the "gallery view" mode.The exam papers for not in-person tests will be distributed on-line by D2L and collected electronically using D2L "dropbox" feature.
Exam or Assignment | Date | Grade contribution |
---|---|---|
Midterm 1 | September 20 (Friday) | 20% |
Midterm 2 | November 13 (Wednesday) | 20% |
Final Examination | December 16 (Monday), 1:00pm - 3:00pm | 30% |
Homework | See D2L | 30% |
Written homework consists of approximately twelve assignments equally contributing to the grade, each worth 30/12 = 2.5% of the grade. The assignment papers are provided at and collected via Gradescope, which is cloud-based software service integrated with D2L. The main function is to provide for semi-automatic grading. Things to keep in mind:
Written homework is assigned regularly throughout the semester, for a total of approximately 120 problems (15 per covered chapter of the book). Two types of homework will be assigned:
Using Gradescope for grading differs from other grading systems. Mainly, it uses AI to allow the instructor to accurately grade a larger number of problems than it would be possible otherwise. Some grading is completely automated (e.g., solutions to problems with a numerical answer). More comples answers may be grouped automatically by using Machine Learning, OCR and image analysis. However, it is possible to completely confuse the system by improperly structuring the submitted document. Therefore, please read the instructions below carefully and re-visit them as needed. Note that Gradescope supports automatic regrade requests which you can use if all fails.
The solutions must be structured in such a way that Gradescope can read them and that its 'AI' can interpret them. Your homework must be submitted as a PDF document, even if you use scanner or phone to capture images. Two typical workflows will be as follows:
The class will have small programming assignments. It is expected that you will be using software to gain insights into the assigned problems and subject matter. The programming assignments must be submitted in formats supported by Gradescope and the instructor. The number of programming languages will be limited two two or three. R will be supported and it is encouraged that you use it as it is most compatible with the course content.
For illustrating some aspects of the course, I will be using these programs (easy to download and free to use):
The final examination is scheduled for: December 16, 8:00am - 10:00am.
The time, data and general exam rules are set by the University and can be found at these links:
The student in the class normally receives a letter grade A, B, C, D or E.
The cut-offs for the grades are:
Grade | % Range |
---|---|
A | 90%+ |
B | 80-90% |
C | 70-80% |
D | 60-70% |
E | 0-60% |
Normally, individual tests and assignments will not be "curved". However, grade cut-offs may be lowered at the end of the semester (but not raised!) to reflect the difficulty of the assignments and other factors that may cause abnormal grade distribution.
The grade will be computed by D2L and the partial grade will be updated automatically by the system as soon as the individual grades are recorded.
General UA policy regarding grades and grading systems is available at https://catalog.arizona.edu/policy-type/grade-policiesOur goal in this classroom is that learning experiences be as accessible as possible. If you anticipate or experience physical or academic barriers based on disability, please let me know immediately so that we can discuss options. You are also welcome to contact Disability Resources (520-621-3268) to establish reasonable accommodations. For additional information on Disability Resources and reasonable accommodations, please visit http://drc.arizona.edu/ .
If you have reasonable accommodations, please plan to meet with me by appointment or during office hours to discuss accommodations and how my course requirements and activities may impact your ability to fully participate. Please be aware that the accessible table and chairs in this room should remain available for students who find that standard classroom seating is not usable. Code of Academic Integrity Required language: Students are encouraged to share intellectual views and discuss freely the principles and applications of course materials. However, graded work/exercises must be the product of independent effort unless otherwise instructed. Students are expected to adhere to the UA Code of Academic Integrity as described in the UA General Catalog. See: http://deanofstudents.arizona.edu/academic-integrity/students/academic-integrity http://deanofstudents.arizona.edu/codeofacademicintegrity .
Id | PART | Chapter.Section | Title | Page | Date |
---|---|---|---|---|---|
1 | A | BASIC PROBABILITY | |||
2 | A | 1 | Events and probabilities | 3 | |
3 | A | 1.1 | Experiments with chance | 3 | |
4 | A | 1.2 | Outcomes and events | 3 | |
5 | A | 1.3 | Probabilities | 6 | |
6 | A | 1.4 | Probability spaces | 7 | |
7 | A | 1.5 | Discrete sample spaces | 9 | |
8 | A | 1.6 | Conditional probabilities | 11 | |
9 | A | 1.7 | Independent events | 12 | |
10 | A | 1.8 | The partition theorem | 14 | |
11 | A | 1.9 | Probability measures are continuous | 16 | |
12 | A | 1.10 | Worked problems | 17 | |
13 | A | 1.11 | Problems | 19 | |
14 | A | 2 | Discrete random variables | 23 | |
15 | A | 2.1 | Probability mass functions | 23 | |
16 | A | 2.2 | Examples | 26 | |
17 | A | 2.3 | Functions of discrete random variables | 29 | |
18 | A | 2.4 | Expectation | 30 | |
19 | A | 2.5 | Conditional expectation and the partition theorem | 33 | |
20 | A | 2.6 | Problems | 35 | |
21 | A | 3 | Multivariate discrete distributions and independence | 38 | |
22 | A | 3.1 | Bivariate discrete distributions | 38 | |
23 | A | 3.2 | Expectation in the multivariate case | 40 | |
24 | A | 3.3 | Independence of discrete random variables | 41 | |
25 | A | 3.4 | Sums of random variables | 44 | |
26 | A | 3.5 | Indicator functions | 45 | |
27 | A | 3.6 | Problems | 47 | |
28 | A | 4 | Probability generating functions | 50 | |
29 | A | 4.1 | Generating functions | 50 | |
30 | A | 4.2 | Integer-valued random variables | 51 | |
31 | A | 4.3 | Moments | 54 | |
32 | A | 4.4 | Sums of independent random variables | 56 | |
33 | A | 4.5 | Problems | 58 | |
34 | A | 5 | Distribution functions and density functions | 61 | |
35 | A | 5.1 | Distribution functions | 61 | |
36 | A | 5.2 | Examples of distribution functions | 64 | |
37 | A | 5.3 | Continuous random variables | 65 | |
38 | A | 5.4 | Some common density functions | 68 | |
39 | A | 5.5 | Functions of random variables | 71 | |
40 | A | 5.6 | Expectations of continuous random variables | 73 | |
41 | A | 5.7 | Geometrical probability | 76 | |
42 | A | 5.8 | Problems | 79 | |
43 | B | FURTHER PROBABILITY | |||
44 | B | 6 | Multivariate distributions and independence | 83 | |
45 | B | 6.1 | Random vectors and independence | 83 | |
46 | B | 6.2 | Joint density functions | 85 | |
47 | B | 6.3 | Marginal density functions and independence | 88 | |
48 | B | 6.4 | Sums of continuous random variables | 91 | |
49 | B | 6.5 | Changes of variables | 93 | |
50 | B | 6.6 | Conditional density functions | 95 | |
51 | B | 6.7 | Expectations of continuous random variables | 97 | |
52 | B | 6.8 | Bivariate normal distribution | 100 | |
53 | B | 6.9 | Problems | 102 | |
54 | B | 7 | Moments, and moment generating functions | 108 | |
55 | B | 7.1 | A general note | 108 | |
56 | B | 7.2 | Moments | 111 | |
57 | B | 7.3 | Variance and covariance | 113 | |
58 | B | 7.4 | Moment generating functions | 117 | |
59 | B | 7.5 | Two inequalities | 121 | |
60 | B | 7.6 | Characteristic functions | 125 | |
61 | B | 7.7 | Problems | 129 | |
62 | B | 8 | The main limit theorems | 134 | |
63 | B | 8.1 | The law of averages | 134 | |
64 | B | 8.2 | Chebyshev’s inequality and the weak law | 136 | |
65 | B | 8.3 | The central limit theorem | 139 | |
66 | B | 8.4 | Large deviations and Cramér’s theorem | 42 | |
67 | B | 8.5 | Convergence in distribution, and characteristic functions | 145 | |
68 | B | 8.6 | Problems | 149 | |
69 | C | RANDOM PROCESSES | |||
70 | C | 9 | Branching processes | 157 | |
71 | C | 9.1 | Random processes | 157 | |
72 | C | 9.2 | A model for population growth | 158 | |
73 | C | 9.3 | The generating-function method | 159 | |
74 | C | 9.4 | An example | 161 | |
75 | C | 9.5 | The probability of extinction | 163 | |
76 | C | 9.6 | Problems | 165 | |
77 | C | 10 | Random walks | 167 | |
78 | C | 10.1 | One-dimensional random walks | 167 | |
79 | C | 10.2 | Transition probabilities | 168 | |
80 | C | 10.3 | Recurrence and transience of random walks | 170 | |
81 | C | 10.4 | The Gambler’s Ruin Problem | 173 | |
82 | C | 10.5 | Problems | 177 | |
83 | C | 11 | Random processes in continuous time | 181 | |
84 | C | 11.1 | Life at a telephone switchboard | 181 | |
85 | C | 11.2 | Poisson processes | 183 | |
86 | C | 11.3 | Inter-arrival times and the exponential distribution | 187 | |
87 | C | 11.4 | Population growth, and the simple birth process | 189 | |
88 | C | 11.5 | Birth and death processes | 193 | |
89 | C | 11.6 | A simple queueing model | 195 | |
90 | C | 11.7 | Problems | 200 | |
91 | C | 12 | Markov chains | 205 | |
92 | C | 12.1 | The Markov property | 205 | |
93 | C | 12.2 | Transition probabilities | 208 | |
94 | C | 12.3 | Class structure | 212 | |
95 | C | 12.4 | Recurrence and transience | 214 | |
96 | C | 12.5 | Random walks in one, two, and three dimensions | 217 | |
97 | C | 12.6 | Hitting times and hitting probabilities | 221 | |
98 | C | 12.7 | Stopping times and the strong Markov property | 224 | |
99 | C | 12.8 | Classification of states | 227 | |
100 | C | 12.9 | Invariant distributions | 231 | |
101 | C | 12.10 | Convergence to equilibrium | 235 | |
102 | C | 12.11 | Time reversal | 240 | |
103 | C | 12.12 | Random walk on a graph | 244 | |
104 | C | 12.13 | Problems | 246 | |
105 | Appendix A | Elements of combinatorics | 250 | ||
106 | Appendix B | Difference equations | 252 | ||
107 | A | BASIC PROBABILITY | |||
108 | A | 1 | Events and probabilities | 3 | |
109 | A | 1.1 | Experiments with chance | 3 | |
110 | A | 1.2 | Outcomes and events | 3 | |
111 | A | 1.3 | Probabilities | 6 | |
112 | A | 1.4 | Probability spaces | 7 | |
113 | A | 1.5 | Discrete sample spaces | 9 | |
114 | A | 1.6 | Conditional probabilities | 11 | |
115 | A | 1.7 | Independent events | 12 | |
116 | A | 1.8 | The partition theorem | 14 | |
117 | A | 1.9 | Probability measures are continuous | 16 | |
118 | A | 1.10 | Worked problems | 17 | |
119 | A | 1.11 | Problems | 19 | |
120 | A | 2 | Discrete random variables | 23 | |
121 | A | 2.1 | Probability mass functions | 23 | |
122 | A | 2.2 | Examples | 26 | |
123 | A | 2.3 | Functions of discrete random variables | 29 | |
124 | A | 2.4 | Expectation | 30 | |
125 | A | 2.5 | Conditional expectation and the partition theorem | 33 | |
126 | A | 2.6 | Problems | 35 | |
127 | A | 3 | Multivariate discrete distributions and independence | 38 | |
128 | A | 3.1 | Bivariate discrete distributions | 38 | |
129 | A | 3.2 | Expectation in the multivariate case | 40 | |
130 | A | 3.3 | Independence of discrete random variables | 41 | |
131 | A | 3.4 | Sums of random variables | 44 | |
132 | A | 3.5 | Indicator functions | 45 | |
133 | A | 3.6 | Problems | 47 | |
134 | A | 4 | Probability generating functions | 50 | |
135 | A | 4.1 | Generating functions | 50 | |
136 | A | 4.2 | Integer-valued random variables | 51 | |
137 | A | 4.3 | Moments | 54 | |
138 | A | 4.4 | Sums of independent random variables | 56 | |
139 | A | 4.5 | Problems | 58 | |
140 | A | 5 | Distribution functions and density functions | 61 | |
141 | A | 5.1 | Distribution functions | 61 | |
142 | A | 5.2 | Examples of distribution functions | 64 | |
143 | A | 5.3 | Continuous random variables | 65 | |
144 | A | 5.4 | Some common density functions | 68 | |
145 | A | 5.5 | Functions of random variables | 71 | |
146 | A | 5.6 | Expectations of continuous random variables | 73 | |
147 | A | 5.7 | Geometrical probability | 76 | |
148 | A | 5.8 | Problems | 79 | |
149 | B | FURTHER PROBABILITY | |||
150 | B | 6 | Multivariate distributions and independence | 83 | |
151 | B | 6.1 | Random vectors and independence | 83 | |
152 | B | 6.2 | Joint density functions | 85 | |
153 | B | 6.3 | Marginal density functions and independence | 88 | |
154 | B | 6.4 | Sums of continuous random variables | 91 | |
155 | B | 6.5 | Changes of variables | 93 | |
156 | B | 6.6 | Conditional density functions | 95 | |
157 | B | 6.7 | Expectations of continuous random variables | 97 | |
158 | B | 6.8 | Bivariate normal distribution | 100 | |
159 | B | 6.9 | Problems | 102 | |
160 | B | 7 | Moments, and moment generating functions | 108 | |
161 | B | 7.1 | A general note | 108 | |
162 | B | 7.2 | Moments | 111 | |
163 | B | 7.3 | Variance and covariance | 113 | |
164 | B | 7.4 | Moment generating functions | 117 | |
165 | B | 7.5 | Two inequalities | 121 | |
166 | B | 7.6 | Characteristic functions | 125 | |
167 | B | 7.7 | Problems | 129 | |
168 | B | 8 | The main limit theorems | 134 | |
169 | B | 8.1 | The law of averages | 134 | |
170 | B | 8.2 | Chebyshev’s inequality and the weak law | 136 | |
171 | B | 8.3 | The central limit theorem | 139 | |
172 | B | 8.4 | Large deviations and Cramér’s theorem | 42 | |
173 | B | 8.5 | Convergence in distribution, and characteristic functions | 145 | |
174 | B | 8.6 | Problems | 149 | |
175 | C | RANDOM PROCESSES | |||
176 | C | 9 | Branching processes | 157 | |
177 | C | 9.1 | Random processes | 157 | |
178 | C | 9.2 | A model for population growth | 158 | |
179 | C | 9.3 | The generating-function method | 159 | |
180 | C | 9.4 | An example | 161 | |
181 | C | 9.5 | The probability of extinction | 163 | |
182 | C | 9.6 | Problems | 165 | |
183 | C | 10 | Random walks | 167 | |
184 | C | 10.1 | One-dimensional random walks | 167 | |
185 | C | 10.2 | Transition probabilities | 168 | |
186 | C | 10.3 | Recurrence and transience of random walks | 170 | |
187 | C | 10.4 | The Gambler’s Ruin Problem | 173 | |
188 | C | 10.5 | Problems | 177 | |
189 | C | 11 | Random processes in continuous time | 181 | |
190 | C | 11.1 | Life at a telephone switchboard | 181 | |
191 | C | 11.2 | Poisson processes | 183 | |
192 | C | 11.3 | Inter-arrival times and the exponential distribution | 187 | |
193 | C | 11.4 | Population growth, and the simple birth process | 189 | |
194 | C | 11.5 | Birth and death processes | 193 | |
195 | C | 11.6 | A simple queueing model | 195 | |
196 | C | 11.7 | Problems | 200 | |
197 | C | 12 | Markov chains | 205 | |
198 | C | 12.1 | The Markov property | 205 | |
199 | C | 12.2 | Transition probabilities | 208 | |
200 | C | 12.3 | Class structure | 212 | |
201 | C | 12.4 | Recurrence and transience | 214 | |
202 | C | 12.5 | Random walks in one, two, and three dimensions | 217 | |
203 | C | 12.6 | Hitting times and hitting probabilities | 221 | |
204 | C | 12.7 | Stopping times and the strong Markov property | 224 | |
205 | C | 12.8 | Classification of states | 227 | |
206 | C | 12.9 | Invariant distributions | 231 | |
207 | C | 12.10 | Convergence to equilibrium | 235 | |
208 | C | 12.11 | Time reversal | 240 | |
209 | C | 12.12 | Random walk on a graph | 244 | |
210 | C | 12.13 | Problems | 246 | |
211 | Appendix A | Elements of combinatorics | 250 | ||
212 | Appendix B | Difference equations | 252 |
Week | Dates | Topics Covered |
---|---|---|
1 | Aug 26 - Aug 30 | Introduction, Syllabus Review, Chapter 1: Events and probabilities (1.1 - 1.3) |
2 | Sep 2 - Sep 6 | Labor Day (Sep 2, No Class), Chapter 1: Probability spaces, Discrete sample spaces (1.4 - 1.5), Conditional probabilities, Independent events (1.6 - 1.7) |
3 | Sep 9 - Sep 13 | Chapter 1: The partition theorem (1.8), Probability measures, Worked problems, Problems (1.9 - 1.11), Chapter 2: Discrete random variables (2.1 - 2.2) |
4 | Sep 16 - Sep 20 | Chapter 2: Functions of discrete random variables (2.3), Expectation, Conditional expectation (2.4 - 2.5), Problems (2.6) |
5 | Sep 23 - Sep 27 | Chapter 3: Multivariate discrete distributions, Expectation (3.1 - 3.2), Independence of discrete random variables (3.3), Sums of random variables, Indicator functions (3.4 - 3.5) |
6 | Sep 30 - Oct 4 | Chapter 3: Problems (3.6), Chapter 4: Probability generating functions (4.1 - 4.2) |
7 | Oct 7 - Oct 11 | Chapter 4: Moments, Sums of independent random variables (4.3 - 4.4), Problems (4.5), Chapter 5: Distribution functions, Continuous random variables (5.1 - 5.2) |
8 | Oct 14 - Oct 18 | Chapter 5: Examples of distribution functions, Continuous random variables (5.2 - 5.3), Some common density functions, Functions of random variables (5.4 - 5.5) |
9 | Oct 21 - Oct 25 | Chapter 5: Expectations of continuous random variables (5.6), Geometrical probability, Problems (5.7 - 5.8) |
10 | Oct 28 - Nov 1 | Chapter 6: Random vectors and independence (6.1 - 6.2), Joint density functions, Marginal density functions and independence (6.3 - 6.4) |
11 | Nov 4 - Nov 8 | Chapter 6: Sums of continuous random variables, Changes of variables (6.5 - 6.6), Conditional density functions, Expectations of continuous random variables (6.7 - 6.8) |
12 | Nov 11 - Nov 15 | Veterans Day (Nov 11, No Class), Chapter 6: Bivariate normal distribution, Problems (6.8 - 6.9), Chapter 7: Moments, Moment generating functions (7.1 - 7.3) |
13 | Nov 18 - Nov 22 | Chapter 7: Variance and covariance, Moment generating functions (7.3 - 7.4), Two inequalities, Characteristic functions (7.5 - 7.6), Problems (7.7) |
14 | Nov 25 - Nov 29 | Chapter 8: The law of averages, Chebyshev’s inequality (8.1 - 8.2), Thanksgiving Break (Nov 28 - Nov 29, No Class) |
15 | Dec 2 - Dec 6 | Chapter 8: The Central Limit Theorem (8.3), Large deviations and Cramér’s theorem (8.4), Convergence in distribution, and characteristic functions (8.5), Problems (8.6) |
16 | Dec 9 - Dec 11 | Review and Final Exam Preparation |
Final Exam