EE 325: Probability and Random Processes (Spring 2025)

• Instructor: Saravanan Vijayakumaran
• Schedule: Slot 5, Wednesday and Friday (9:30 am - 10:55 am)
• Location: EEG 001

Syllabus

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

Grading Policy

• 10% Assignments, 20% Quizzes, 30% Midsem, 40% Endsem
• Relative grading
• DX grade if attendance is less than 80% (can miss at most 5 lectures)

Slides

• Course Overview
• 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
• Convergence of Random Variables
• Limit Theorems
• Random Processes
• Power Spectral Density
• Gaussian Random Processes

Assignments

• Assignment 1
• Assignment 2
• Assignment 3
• Assignment 4

Exams

• Quiz 1
• Midsem
• Quiz 2