Instructor: Prof. Olgica Milenkovic 311 CSL, milenkov at illinois dot edu
Office Hours: Mondays 1:30-3:00pm in 311 CSL
Teaching Assistants: Mathew Halm, mhalm2 at illinois dot edu and Parisa Karimi, parisa2 at illinois dot edu
Office hours: Matt - 3-5pm, Tuesdays, Room 3034; Parisa - 2-4pm, Wednesdays, Room 3034.
Topics to be covered include:
Required Text: B. Hajek, Random Processes for Engineers, Cambridge 2015. A soft copy of the book can be downloaded here. Preprints are also available through the ECE Store. I will also make frequent use of other texts, for example The Theory of Probability, by Santosh S. Venkatesh. See the Grainger Library reserves below.
References in Grainger Library:
Papoulis, A.; Probability, Random Variables, and Stochastic Processes
Wong, Eugene; Introduction to Random Processes
Wong, E./Hajek, B.; Stochastic Processes in Engineering Systems
Stark, H./Woods, J.; Probability, Random Processes, and Estimation Theory
Feller, W.M.; An Introduction to Probability Theory and its Applications
Rudin, Walter; Principles of Mathematical Analysis
Grimmett, G. R./Stirzaker, David R.; Probability and Random Processes
Gallager; Discrete Stochastic Processes Santos Venkatesh, The Theory of Probability
Exams, homework, grading, etc.: