Welcome to the web site for the book
Probability in Electrical Engineering & Computer Science
An Application-Driven Course
Jean Walrand, University of California, Berkeley
The book is designed for a junior/senior level course.
(Graduate students may enjoy it as well.)
Applications drive the material: PageRank, Multiplexing, Digital Link, Tracking, Speech Recognition, Route Planning and more. Topics include Markov chains, detection, coding, estimation, Viterbi algorithm, expectation maximization, clustering, compressed sensing, recommender systems, Kalman Filter, Markov decision problems, LQG, and channel capacity. Matlab examples are used to simulate models and to implement the algorithms.
I had fun writing it and enjoy teaching from it.
I hope you will find it useful.
Berkeley, March 1, 2014