- Room: 3119 Coover
- E-mail:
- Office Hours: TR 2:30-3:30 or by appointment.
- Room: 308 Snedecor
- Office hours: M 1:00-2:00, W 9:30--10:30 am.
- Basic Calculus: You should be able to sum and integrate common sequences and functions, e.g., sum a geometric progression and integrate constants, exponentials, and sinusoids.
- Elementary linear algebra.
The first chapter is available online.
- R.D. Yates and D.J. Goodman, Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, New York: Wiley, 1999.
- S.M. Ross, A First Course in Probability, 6th ed., Prentice Hall, 2001.
- A. Papoulis and S.U. Pillai,Probability, Random Variables, and Stochastic Processes, 4th ed., McGraw-Hill, 2002.
- 30% Weekly homework assignments and quizzes,
- 30% Midterm examinations,
- 40% Final examination.
- Introduction to probability, basic concepts,
- Random variables (discrete and continuous),
- Multiple random variables, conditioning, independence,
- Transforms and moments,
- Sums of random variables,
- Iterated expectations, prediction,
- Random processes,
- Central limit theorem,
- Laws of large numbers,
- An introduction to statistics (time permitting).
- Syllabus,
- Handout #1,
- Handout #2,
- Handout #3,
- Handout #4,
- Handout #5,
- Handout #6,
- Handout #7,
- Handout #8,
- Handout #9,
- Handout #10,
- Handout #11,
- Handout #12,
- Handout #13,
- Handout #14,
- Handout #15,
- Examples 1,
- Examples 1b,
- Examples 2,
- Example 2b,
- Example 2c,
- Example 3,
- Example 4,
- Example 5,
- Example 5b,
- Example 6,
- Example 7,
- Example 8,
- HW #1,
- HW #2,
- HW #3,
- HW #4,
- HW #5,
- HW #6,
- HW #7,
- HW #8.