Probability and Random Processes, Fall
2018
Section 1: Basic probability (ch.1-5)
|
Topic |
Date |
Reading |
HW Assignments |
|
Axiomatic
probability, conditioning |
8/21 |
Gubner: pp. 1-30 |
|
|
Independence
of events, combinatorics, Bernoulli trials |
8/23 |
pp. 30-47 |
|
|
Random
variables, discrete examples |
8/28 |
pp. 63-70 |
|
|
Poisson,
multiple RVs, expectation |
8/30 |
pp. 70-88 |
|
|
Correlation,
binomial RVs |
9/4 |
pp. 88-99, 108-115 |
|
|
Law
of large numbers, conditional probability, expectation |
9/6 |
pp. 115-132 |
|
|
Probability
densities of continuous RVs |
9/11 |
pp. 138-156 |
|
|
Expectations
of continuous RVs, multiple RVs |
9/13 |
pp.156-170 |
|
|
Distribution
functions of continuous RVs |
9/18 |
pp. 184-200 |
|
|
Functions
of RVs, distributions, densities |
9/20 |
pp.200-207 |
|
|
Central
limit theorem, failure distributions, |
9/25 |
pp. 207-221 |
|
|
Exam
1 |
10/2 |
Section 2: Random Vectors and Transformations (ch. 7-9)
|
Topic |
Date |
Reading |
HW Assignments |
|
Pairs
of RVs |
9/27 |
pp. 287-302 |
|
|
Conditional
probabilities and expectations, bivariate Gaussians |
10/4 |
pp. 302-319 |
|
|
R. vectors, matrices; correlation |
10/9 |
pp. 330-338 |
|
|
Transformation
of R. vectors, orthogonalization |
10/11 |
pp. 338-344, |
|
|
Estimation
of R. vectors, matrices |
10/23 |
pp. 344-354 |
|
|
N-variate Gaussian densities |
10/25 |
pp. 362-368 |
|
|
Conditional
prob., expectations in vectors |
10/30 |
pp. 369-373 |
|
|
Complex
Gaussians |
11/1 |
||
|
Exam
2 |
11/6 |
|
|
Section 3: Random Processes: Properties, Decomposition and
Filtering (ch. 10-14)
|
Topic |
Date |
Reading |
HW Assignments |
|
Definition
and examples of Random Process (RP) |
11/8 |
pp. 383-393 |
|
|
Stationarity, wide-sense stationarity in LSI
systems |
11/13 |
pp. 393-403 |
|
|
Spectral
representation |
11/15 |
pp. 403-412 |
|
|
Optimal
filtering of WSS RPs |
11/20 |
pp. 417-421 |
|
|
Wiener-Khinchin Theorem |
11/27 |
pp. 421-423 |
|
|
Karhunen-Loeve expansions, relation to Fourier transformation |
11/29 |
pp. 527-532 |
|
|
Convergence
of random sequences, ergodicity |
12/4 |
pp. 423-425, 517-520, 564-576 |
|
|
Special
random processes, review |
12/6 |
pp. 443-456 |
Final Exam: 14 December, 10:30 AM - 12:30 PM, 240 DeBartolo
Grading:
1. In-class midterm exams, each = 30%
2. Final exam = 40%