EE 720 Random Variables and Stochastic Processes Instructor
EE 720 Random Variables and Stochastic Processes Instructor: Dr. Ghazi Al Sukkar Dept. of Electrical Engineering The University of Jordan Email: ghazi. alsukkar@ju. edu. jo 1
Course Details o Objective n Giving an engineering perspective on probabilistic modeling with an emphasis on applications of random variables to communication systems. o Text Book n n n Probability, Random Variables, and Stochastic Processes, Mc. Graw Hall, 4 th Edition Papoulis and Pillai n n Assignments First Exam Second Exam Final Exam o Grading o - 10% 20% 30% 40% Note: send me an email (in the subject EE 720). 2
Useful References o o o o Probability, Random Variables and Random Signal Processing by Peyton Z. Peebles, Jr. , 4 th edition, Mc. Graw-Hill, 2001. Introduction to Probability by D. Bertsekas and J. N. Tsitsiklis, Athena Scientific, 2002. Schaum's Outline of Probability, Random Variables, and Random Processes by Hwei Hsu, Mc. Graw-Hill, 1996. Intuitive Probability and Random Processes using MATLAB by Steven Kay, 2 nd edition, Springer, 2005. Probability and Random Processes for Electrical and Computer Engineers by John A. Gubner, Cambridge University Press, 2006. Probability and Random Processes by Grimmett and Stirzaker, 3 rd edition, Oxford University Press, 2001. An Introduction to Probability and its Applications - Vols. I (and II) by Feller, 2 nd edition, Wiley, 1971. 3
Course Website http: //www 2. ju. edu. jo/sites/Academic/ghazi. alsukkar/ 4
Course Outline Topic 1 Probability theory Topic 2 Random variables Topic 3 Multiple random variables Topic 4 Stochastic Processes Topic 5 Spectral analysis and Estimation n Topic 6 Linear Systems with random inputs n n n 5
Where is Probability and RVs. 6
Probability and RVs. are Everywhere o Communication n Information, Channel, equalization, … o Industry n Thermal noise, production, … o Computer: n Flow of packets, buffers 7
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