Aditya Ramamoorthy

EE 523 Random Processes for Communications and Signal Processing

This course is intended as a graduate introduction to probability and random processes. It shall give the student the ability to mathematically model stochastic systems and analyze and predict their performance. Graduate students working in communications and signal processing will find it most useful. However students from other areas can also benefit from it if they have required background and interest. Please contact me if you have any specific questions.

Course information sheet

Instructor

Prof. Aditya Ramamoorthy

Department of Electrical and Computer Engineering

3222 Coover Hall

Ph: (515)-294-1583

Email: adityar AT iastate DOT edu

Office hours - Tues. 1-2pm, Wed. 3-4pm (or by appointment)

Reference texts:

Probability and Random Processes, Grimmett & Stirzaker, Oxford University Press, USA; 3 edition (August 2, 2001)

Announcements

The final exam shall be held on April 30th from 7:00-9:00pm in the classroom.
The material on m.s. calculus has been taken essentially from Stark & Woods and portions of Prof. Bruce Hajek's notes.
The material on Poisson processes was taken from multiple sources. The presentation in the book - "Stochastic Processes" by Sheldon Ross would be a good reference.
Second midterm on Wednesday, 28th Mar. - You will be tested on the material covered after the first midterm - Markov chains, basic properties of random processes and Poisson processes.
First midterm exam on Monday, 12th Feb. - You will be tested on all the material covered before Markov chains.
The material on convergence of random variables was covered mostly from the set of notes by Prof. Bruce Hajek at UIUC. The notes are available for free download from his website. There are some minor differences in the presentation though.
I shall not be following the textbook (Papoulis & Pillai) very closely but try to integrate material from different textbooks. However Papoulis & Pillai is a standard reference in the field and has all the material that you shall need. I shall try to see if Grimmett & Stirzaker can be put on reserve in the library.
Material of week 1 - Please refer to sections (1.1-1.5 and 2.1, 2.3) from Grimmett and Stirzaker

Lecture Notes

Lecture notes - set 1

Lecture notes - set 2

Lecture notes - set 3

Lecture notes - set 4

Lecture notes - set 5

Lecture notes - set 6

Lecture notes - set 7

Lecture notes - set 8

Homeworks

HW #1 due 01/19/07

HW #2 due 01/26/07