21 Lectures on Probability and Random Processes
In the second semester of the academic year 20112012 and
for reasons unknown, I was asked to teach
a course on Probability and Random Processes to secondyear
Informatics students. (I have been asked why it is that for a second year running, a mathematical physicist is teaching this course. I have no answer.)
At any rate, as this was the last time that the course was given, it was my first and for the foreseeable future also my last time teaching it. Nevertheless it is a topic I find fascinating and very enjoyable and I spent quite a bit of time preparing the lectures, and not wanting this effort to go to waste, I am making the lectures available here to anyone interested.
The files are the very same presentation slides I used in class. They were created with LaTeX's beamer class, with many of the diagrams drawn with PGF/TiKZ or generated with Mathematica. Most photos and some graphics I did borrow (with thanks) from the world wide web — mostly from wikipedia.
The handout mode slides are printed "4 on 1" and with flattened transitions. They are more convenient for printing and to see at a glance the contents of the lecture.
I have tried to give an impression of the and examples covered in each lecture, without attempting to generate a proper table of contents.
Enjoy (or endure)!
Schedule of lectures

18 January 2012 (handout mode)

20 January 2012 (handout mode)
Birthday problem

25 January 2012 (handout mode)

27 January 2012 (handout mode)
Mendelian genetics

1 February 2012 (handout mode)
Uniform distribution; binomial distribution; the problem of the points; Benford's distribution;

3 February 2012 (handout mode)
Waiting and the geometric distribution; Poisson distribution

8 February 2012 (handout mode)
Bortkiewicz and the Prussian cavalry fatalities

10 February 2012 (handout mode)
Bernoulli trials with a random parameter; randomised hats; coupon collector problem

15 February 2012 (handout mode)

17 February 2012 (handout mode)
Uniform distribution; normal distribution; exponential distribution;

29 February 2012 (handout mode)
Gamma distribution; lognormal distributions; standard error

2 March 2012 (handout mode)
Buffon's needle

7 March 2012 (handout mode)
Radioactivity

9 March 2012 (handout mode)
Rounding errors; astronomical measurements

14 March 2012 (handout mode)
Gambler's ruin

16 March 2012 (handout mode)
Gambler's ruin (revisited); Google PageRank

21 March 2012 (handout mode)
Random sums; more Gambler's ruin; Galton–Watson process and extinction of family surnames

23 March 2012 (handout mode)

28 March 2012 (handout mode)

30 March 2012 (handout mode)
Single server (M/M/1) queue

4 April 2012 (handout mode)
Telecom circuits and Erlang's formula; Multiserver (M/M/s) queue; the sex life of the amoeba