EE 325: Probability and Random Processes (Spring 2014)

Instructor: Saravanan Vijayakumaran
Schedule: Slot 5, Wednesday and Friday (9:30 am - 10:55 am)
Location: EEG 101
Piazza Signup: https://piazza.com/iit_bombay/spring2014/ee325

Course Outline

• Probability Spaces
• Random Variables
• Limit Theorems
• Random Processes

Grading Policy

• 10% Assignments, 20% Quizzes, 30% Midsem, 40% Endsem
• Relative grading

Slides

• Course Information
• Probability Spaces
• Why is the Probability Space a Triple?
• Properties of Probability Measures
• Conditional Probability and Independence
• Combinatorial Probability
• Random Variables
• Expectation of Random Variables
• Gaussian Random Variables
• Hypothesis Testing
• Parameter Estimation
• Generating Random Variables
• Generating Functions
• Convergence of Random Variables
• Limit Theorems
• Random Processes
• Power Spectral Density
• Gaussian Random Processes

Practice Problems

• Set 1
• Set 2
• Set 3
• Set 4
• Set 5

Assignments

• Assignment 1
• Assignment 2
• Assignment 3

Exams

• Quiz 1 Quiz 1
• Midsem
• Quiz 2
• Quiz 3
• Endsem