ECE 534: RANDOM PROCESSES, SPRING 2014
Problem set 1 ...solutions
Problem set 2 ...solutions
Problem set 3 ...solutions
Problem set 4 ...solutions
Problem set 5 ...solutions
Problem set 6 ...solutions
This is a graduate-level course on random (stochastic) processes, which builds on a first-level (undergraduate) course on probability theory, such as ECE 313 . It covers the basic concepts of random processes at a fairly rigorous level, and also discusses applications to communications, signal processing, control systems engineering, and computer science. To follow the course, in addition to basic notions of probability theory, students are expected to have some familiarity with the basic notions of sets, sequences, convergence, linear algebra, linear systems, and Fourier transforms.
Meeting times: Tuesdays and Thursdays, 11 a.m.-12:20 p.m. in 245 Everitt Lab
Instructor: Professor Olgica Milenkovic
Teaching assistants: Amin Emad and Lili Su
Milenkovic: 126 Coordinated Science Laboratory milenkov at uiuc dot edu
TAs: emad2 and lilisu3 (at illinois dot edu)
Fridays, 12:30-1:30 p.m. Room 170 EVRT (TAs discuss even numbered problems from notes)
Recommended course notes: B. Hajek, An Exploration of Random Processes for Engineers.
Available for download at http://www.ifp.illinois.edu/~hajek/Papers/randomprocesses.html
and for sale in the ECE Store, Room 60 Everitt Laboratory.
Additional reading material: convergence of random variables, Visualizing the difference between almost sure convergence and convergence in probability; pointwise convergence and almost sure convergence.
Available for download at http://www-unix.ecs.umass.edu/~goeckel/Chapter9.pdf , and http://faculty.washington.edu/ezivot/econ583/convergenceConcepts.pdf
Additional References (some of these can be downloaded by uiuc students using the i-share program. Click on course reserves and then enter the course rubric, ECE 534.
Additional references, free for download:
The point weighting formula:
Running scores for ECE 534 will be maintained on the Illinois Compass system.
Collaboration on the homework is permitted, even encouraged, but each student must write and submit independent solutions. Homework is due within the first 5 minutes of the class period on the due date. No late homework will be accepted (unless an extension is granted in advance by the instructor).
The probability quiz is meant to test material from the prerequisite course, ECE 313. That material will be reviewed in the first few lectures and is the focus of the first problem set. The quiz is closed book, with no notes or calculators allowed.
You may bring one sheet of notes to the first hour exam, two to the second hour exam, and three to the final exam. You may use both sides of the sheets, the sheets are to be standard US or European size with font size 10 or larger printing (or similar handwriting size). The examinations are closed book otherwise. Calculators, laptop computers, tables of integrals, etc. are not permitted.
Homepages for previous semesters