This is the course website for EE 520, Random Processes, Fall 2021 quarter.
Meeting time: Mon/Wed 4:40-6:30PM, FAB 150
Office hours: Mon/Wed 6:30-7:30PM (or by appointment), FAB 160-19
Course Description
The goal of this course is to provide a rigorous understanding of probability theory at the graduate level and an introduction to random processes and their applications. Topics include random vectors, fundamentals of estimation, modeling random sequences with linear systems, stationarity, Markov random sequences, and common random process models.
Textbook: In addition to the below lecture notes, the course will utilize the textbooks below.
- Probability and Random Processes for Electrical and Computer Engineers, John A. Gubner, ISBN: 9780511813610
- Introduction to Probability, Statistics, and Random Processes
Syllabus: The syllabus can be found here.
Communication: I will not use email for course communication. All written questions should be posted to the appropriate channel on the Slack workspace (see Homework 0).