Advanced Mathematics for Electrical Engineers B -- fall semester 2012

TIME CHANGE for the midterm resit. New time and place: Monday 2012.11.12 18:00, room H603.

Results of the homeworks and the midterm here.

Homeworks here.

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Subject code: BMETE90MX38
Course code for the lecture: A0
Course code for the tutorial: A1
Official data sheet of the course: TE90MX38
Lectures: Monday 12:15-14:00, room E402 and Wednesday 14:15-16:00, room IE219
Tutorial: Friday 10:15-12:00, room E402 The lectures and the tutorial have been exchanged compared to the official timetable.
Lecturer: Imre Péter Tóth for the first half of the semester (weeks 1-7), after that Dávid Szeszlér.
Tutor: Gusztáv Morvai for the first half of the semester (weeks 1.-7. hét), after that ??
This web page is ONLY about the first half of the semester, taught by Imre Péter Tóth and Gusztáv Morvai, named "Stochastics 2".
Schedule (planned), "Stochastics 2" part:

week #	when	topic	remark
week 1	2012.09.03-07	Repetition
week 2	2012.09.10-14	Generating functions and their applications	no lecture on Monday (sports day)
week 3	2012.09.17-21	Large deviations
week 4	2012.09.24-28	Markov chains in discrete time
week 5	2012.10.01-05	Markov chains in continuous time	no tutorial on Friday (Schönherz Cup)
week 6	2012.10.08-12	Basics of Statistics, I
week 7	2012.10.15-19	Basics of Statistics, II

Midterm exams:
Midterm: 2012.10.24. Wednesday 18.00 - 20.00, room KF38
Midterm resit: 2012.11.12. Monday 18.00 - 20.00, room H603

Grading rules:
50-50 points can be reached from each half-course. Within this, from the "Stochastics 2" half-course

• the 5 weekly hand-in homeworks are worth 5 points,
• the midterm exam is worth 45 points (substituting also the final exam).

Handing in the homeworks is not compulsory, but strongly recommended. Those who have a signature from an earlier semester, can choose if they wish to write the above-mentioned midterm worth 45 points, or just a 25-point midterm which resembles last year's final exam. This latter wish should be expressed in advance. In the latter case the signature is counted as 8 points. The condition for getting a signature is

• reaching at least 40% (18 points) on the midterm, and
• reaching the minimum requirements of the other half-course.

To pass the course, one needs to get at least 40% of the points from each half-course separately (20-20 points).

After this, the final grade is calculated from the total score (out of 100) as follows:

0-39 points	1
40-54 points	2
55-69 points	3
70-84 points	4
85-100 points	5

During the midterm, students may use

• a not too clever calculator,
• formula sheet of statistical tests,
• table of normal, Student t and Chi-square distributions,
• (initially empty) paper, pens, food and drink,
• an ID with photo,
• nothing else.

Material for learning:
will be published soon.

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Detailed list of topics:

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Week 1: Repetition

• conditional probability, independence, law of total probability
• One-dimensional random variables, weight function (= discrete probability distribution), density function, distribution function
• important distributions: discrete uniform, Bernoulli, binomial, geometric, Poisson, uniform on an interval, exponential, normal
• expectation, variance
• multi-dimensional random variables
• conditional distribution, law of total expectation
• expectation vector, covariance matrix, correlation

Recommended reading: Sheldon Ross: Introduction to probability models (Academic Press, Elsevier 2006) Chapter 1 and sections 2.1-2.5
Recommended practice exercises from last year here (from Balázs Székely).

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