Introduction to Random Processes and Applications

ELEC 533 / STAT 583 / CAAM 583
fall 2007

This course will be taught by Prof. Don Johnson in spring, 2009
Please inquire with him about course contents, syllabus, meeting time, course materials, etc.
as (if you are reading this) his course site has not yet been linked to the registrar's listing.

Instructor: Erzsébet Merényi
Class meets: MWF 11:00-11:50am, DH 1046
Office/Phone: DH 2040, 713-348-3595 
Office hours: W 4-5pm, or by appointment
Lili Zhang DH 2030
office hour Thu 1-2pm or by appointment
Chinmay Hedge DH 2116
office hour Tue 3-4pm or by appointment
Course Flyer
Disability Allowances

Last Updated: December 29, 2007

Short course description: This course covers the basic concepts of probability theory and random processes. Targeted at first year graduate students it introduces concepts at an appropriately rigorous level and discusses applications through examples and homework, such as to Digital Communication Systems. The syllabus covers elementary probability theory, random variables, limiting theorems such as the Law of Large Numbers, the Central Limit Theorem, and Martingales, as well as Gaussian, Markovian and Renewal Processes.