EEE 533 Course Page-Taught by Billur Barshan
EEE 533: Random Processes
Fall 2023-2024
Instructor:
Prof. Billur Barshan
Department of Electrical and Electronics Engineering
office: EE-404
office hours: by appointment (please send an e-mail first)
e-mail: billur
ee
phone: (312) 290-2161 or x2161
Teaching Assistant/Grader:
Ömer Gürsoy
e-mail:
gursoyee.bilkent.edu.tr
omer.gursoybilkent.edu.tr
Prerequisite:
An introductory course on probability theory (e.g., MATH 255)
Credit Units: 3
Course Outline:
- Review of probability theory
- Random sequences and convergence
- Random (stochastic) processes
- Basics (autocorrelation, autocovariance, stationarity, ergodicity)
- Stochastic calculus (continuity, differentiability, integrability)
- Poisson process and its derivatives
- White-noise process (continuous, discrete)
- Gaussian (normal) process
- Random walk, Brownian motion, Wiener process
- Markov chains
- Markov processes
- Linear systems driven by random inputs
- Shot-noise process
Textbook:
Although there is no ideal textbook for the course, any of the following
should be helpful:
-
Stochastic Processes, S. M. Ross, John Wiley, 1983.
-
Random Signals, Detection, Estimation and Data Analysis,
K. S. Shanmugan, A. M. Breipohl, John Wiley, 1988.
-
Probability and Random Processes for
Electrical Engineering, A. Leon-Garcia, 2nd edition, 1994.
-
Probability, Random Variables, and Stochastic Processes,
A. Papoulis, 3rd edition, McGraw-Hill, 1991.
-
Introduction to Random Processes with Applications to
Signals and Systems, W. A. Gardner, Macmillan, 1986.
-
Probability, Random Processes, and Estimation Theory for
Engineers, H. Stark, J. W. Woods, Prentice Hall, 1986.
-
Probability, Random Variables and Random Signal Principles,
P. Z. Peebles, McGraw-Hill, 1993.
-
Stochastic Processes, J. L. Doob, John Wiley, 1990.
-
Probability and Random Processes, Problems and Solutions,
G. R. Grimmet, D. R. Stirzaker, Oxford Science Publications, 1991.
Grading:
Midterm Exam (40%): 21 November 2023, Tuesday in EE-412
Final Exam (40%): 6 January 2024, Saturday in EE-412
Homework (20%)
Minimum Requirements to Qualify for the Final Exam:
- To attend the midterm exam and get a grade >=30.
We do not accept homework sent through e-mail.
We take off 25 points for each day homeworks are turned in late.
We do not accept late submission 48 hours after the deadline.
Therefore, you may submit homework on the due date, the day after,
and the day after that.
All assignments should be submitted on Moodle as a single pdf file.
You should submit the results of your own work as homework.
Borrowing full or partial results and/or code from your peers
or elsewhere is prohibited and will be punished.
If plagiarism is detected in submitted homework,
you will not be able to submit any further homework
and get a homework grade of zero for the course.
Disciplinary action may be taken.
There will be a single make-up exam during the last week of classes
that will cover all the topics.
You may take the make-up exam if you have a medical report or special
permission on the day of the Midterm Exam.
Missed homework deadlines cannot be made up for.
We only accept medical reports or special permissions
that are approved by the Dean's Office
(Please do not bring us a copy of your medical report
as they are sent to us through the Dean's Office.).