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: billuree
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:
  1. Review of probability theory
  2. Random sequences and convergence
  3. Random (stochastic) processes

Textbook:
Although there is no ideal textbook for the course, any of the following should be helpful:
  1. Stochastic Processes, S. M. Ross, John Wiley, 1983.
  2. Random Signals, Detection, Estimation and Data Analysis, K. S. Shanmugan, A. M. Breipohl, John Wiley, 1988.
  3. Probability and Random Processes for Electrical Engineering, A. Leon-Garcia, 2nd edition, 1994.
  4. Probability, Random Variables, and Stochastic Processes, A. Papoulis, 3rd edition, McGraw-Hill, 1991.
  5. Introduction to Random Processes with Applications to Signals and Systems, W. A. Gardner, Macmillan, 1986.
  6. Probability, Random Processes, and Estimation Theory for Engineers, H. Stark, J. W. Woods, Prentice Hall, 1986.
  7. Probability, Random Variables and Random Signal Principles, P. Z. Peebles, McGraw-Hill, 1993.
  8. Stochastic Processes, J. L. Doob, John Wiley, 1990.
  9. 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: