Department of Electrical and Computer Engineering

ECE 551 Probability & Random Processes

Axioms of probability, random variables and vectors, joint distributions, correlation, conditional statistics, sequences of random variables, stochastic convergence, central limit theorem, stochastic processes, stationarity, ergodicity, spectral analysis, and Markov processes.

Credit Hours: 3 Lecture

Course Coordinator: R. Viswanathan

Textbooks:

1. "Probability, Random Variables, and Stochastic Processes, Fourth Edition", Athanasios Papoulis, McGraw-Hill, 2002, MHID: 0-07-281725-9.

References:

1. D.P. Bertsekas and J.N. Tsitsiklis, "Introduction to Probability, Athena Scientific", Belmont, MA, 2002.

2. Yannis Viniotis, "Probability and Random Processes for Electrical Engineers", McGraw-Hill, 1998.

3. Roy D. Yates and David J. Goodman, "Probability and Stochastic Processes- A friendly introduction for Electrical and Computer Engineers," John Wiley & Sons, INC., 1999.

4. C.W. Helstrom, "Probability and Stochastic Processes for Engineers 2nd Ed.", New York, Macmillan, 1991.

5. A.M. Mood, F.A. Graybill and D.C. Boes, "Introduction to the Theory of Statistics New York", McGraw-Hill, 1974.

6. Hogg and Craig, "Introduction to Mathematical Statistics, 3rd Ed.", Toronto, Macmillan, 1970.

7. H. Stark and J.W. Woods, Probability, "Random Processes, and Estimation Theory for Engineers, 2nd Ed.", New Jersey, Prentice Hall, 1994.

Goals:

1. To provide electrical and computer engineering majors with the ability to carry out probability calculations involving one and many random variables.

2. To familiarize the students with standard probability distributions which arise in engineering and statistical applications.

3. To provide an introductory treatment of random processes that includes correlation and spectral functions.

Last Review: Spring Semester 2004