Probability and Random Processes

 


Announcements & News

  • Classes on Mondays and Thurdays 5:05-6:30pm
  • The Class-room is LH-101
 

General Information

  • Course information leaflet: .pdf.
 

Course Staff

Professor E-mail Phone Office Office Hours
Sibi Raj B Pillai
EE dept
bsraj att ee 022 2576 7419 Third Floor
(EE MB)
9am -5pm
TAs E-mail Section Office Office Hours

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DD CSP Electrical Engg
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Electrical Engg
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Time & Place

Type Day Hour Room
Class Monday 5:05-6:30pm LH-101
Class Thursday 5:05-6:30pm LH-101
 

Lecture Notes & Schedule

Date Course Material
18-07-2014 Please do not print the notes/slides
(primarily to save paper, also that these are prepared on the fly, often in an ad hoc manner. Your print may not reflect the corrections/changes.)
08-01-2019 Class 1 : Some Examples -- Lect1.pdf
08-01-2019 Lecture Notes 2 (Classical Probability) Lect2.pdf
11-01-2019 Lecture Notes 3 (Axiomatic Probability) Lect3.pdf
16-01-2019 Lecture Notes 4 (Construction of Probability) Lect4.pdf
23-01-2019 Lecture Notes 5 (Borel Fields) Lect5.pdf
04-02-2019 Sample Questions Click Here
04-02-2019 Lecture Notes 6 Click Here
04-02-2019 Lecture Notes 7 Click Here
04-02-2019 Lecture Notes 8 Click Here
04-02-2019 Lecture Notes 9 Click Here
04-02-2019 Lecture Notes 10 Click Here
04-02-2019 Sample Questions-2 Click Here
27-03-2019 Lecture Notes 11 Click Here
27-03-2019 Lecture Notes 12 (Continuous RV) Click Here
11-04-2019 Lecture Notes 13 (Markov Chains) Click Here
 

Homeworks

Homework Nr. Assign Date Due Date Solutions
   Homework 1: .pdf 1-08-2014 07-08-2014 .pdf
 

Tutorials

Date Tutorial Solutions
18-01-2019 Tutotial 1: *.pdf Solutions1.pdf
15-02-2019 Tutotial 2 : *.pdf Solutions2.pdf
15-02-2019 Tutotial 3 : *.pdf Solutions3.pdf
 

Exams

Exam Date Room Solutions
Quiz1, 09-02-2019 .pdf



References

Ref Nr. Details
1 W. Feller, `An Introduction to Probability- Volume I', Wiley (Indian edition)
2 A. Papoulis and S. Unnikrishna Pillai, `Probability, Random Variables and Stochastic Processes', McGraw Hill, Indian edition
3 H. Stark and J. W. Woods, `Probability and Random Processes with applications to Signal Processing', Pearson, Indian Edition
4 S. Ross, `Stochastic Processes', Wiley 1996
5 B. Hajek Lecture Notes on Probability
6 B. Hajek Lecture Notes on Random Processes
7 V. K. Rohatgi and A. K. Md. E. Saleh, `An Introduction to Probability and Statistics', Wiley 2001 (Indian edition).
6 R.~Gallager Lecture Notes on Random Processes


Send suggestions and/or comments to: bsraj att ee . Better to use the Right to Information (RTI) act in the class than later.