2016 Fall

Prof. Youjian (Eugene) Liu

Syllabus

• probability_ecen_5612_syllabus.pdf

  • Final exam date: Wed. Dec. 14 7:30 p.m. – 9:30 p.m..

Notes

• Prof. Gallager's notes on circularly symmetric complex Gaussian random variables

Homework (Due every Wednesday)

1. 1.1, 1.3, 1.4, 1.6, 1.7, 1.22, 1.23, 1.26, 1.29

2. 1.31, 1.54, 1.55, 1.56, 1.57, 1.60, 1.62

3. 1.63, 1.64, 1.65, 1.66, 1.67, 1.68

4. 1.70, 1.72, 1.74, 1.76, 1.78, 1.80, 1.81

5. 2.3, 2.9, 2.10, 2.11, 2.14, 2.17, 2.19, 2.21

6. 2.23, 2.33, 2.35, 2.36, 2.38, 2.40, 2.44, 2.45

7. 2.46, 2.47, 3.1, 3.2, 3.4, 3.11, 3.17

8. 3.20, 3.23, 3.26, 3.27, 3.33, 3.40, 3.42

9. 4.1, 4.4, 4.6, 4.25, 4.34, 4.38, 4.39, 4.46

10. 4.57, 5.5, 5.11, 5.13, 5.35, 5.37, 5.52, 5.55

11. 6.18, 7.6, 7.11, 7.16, 7.17, 7.20, 7.34, 7.39, 7.48

12. 7.58, 8.15, 8.18, 8.22, 8.28, 8.29, 8.43, 8.45, 9.1, 9.4, 9.5

13. 10.25, 10.37, 10.55, 11.2, 11.8, 11.14, 12.6

Class Project

• Due 12/9/2016 in class. Investment project instruction is in investment_class_project.pdf. Related Matlab files are in investment_project.zip. Email me your InvestorStudentID.m.