Stochastic Processes Course - 10767A
Semester: Autumn 2011
Lecture Class: Tuesdays and Thursdays 9:00 - 11:00 pm
Room: D104
Content
1. Probability 2. Random Variables 3. Random Processes(RP) 4. Analysis and Processing of RP.
5. Selected Topics.
Text Book(s)
Athanasios Papoulis Probability, Random Variables, and Stochastic Processes. McGraw Hill, 1991.
Hwei P. Hsu. Theory and Problems of Probability, Random Variables, and Random Processes. Schaum’s Outlines, 1997.
Shanmugan, K. Sam and A.M. Breipohl Random Signals: detection, estimation and data analysis. Jonh Wiley \& Sons, Inc. USA., 1988.
S.K. Mitra Digital Signal Processing. McGraw Hill, 2001.
Evaluation
80% Partials + 20% Project
Partial: 50% Exam, 40% Homework and 10% Quizzes.
1st Exam - September 20, 2nd Exam - October 27, and 3rd Exam - December 6.
Students with less than 80-percent attendance will not pass the course. In other words, students are allowed to miss class 6 times.