Chao Pan, chaopan2 at illinois dot edu
Office Hours: Wednesdays, 3:00-4:00pm (starting the week of the 24th of January, 2022). 3081 ECEB.
Eli Chien, ichien3 at illinois dot edu
Office Hours: Thursdays, 5:00-6:00pm (starting the week of the 24th of January, 2022). Zoom links will be shared by the CLASSmail.
Topics to be covered include:
Required Text: B. Hajek, Random Processes for Engineers, Cambridge 2015. A soft copy of the book can be downloaded here. Preprints are also available through the ECE Store. I will also make frequent use of other texts, for example The Theory of Probability, by Santosh S. Venkatesh. See the Grainger Library reserves below.
References in Grainger Library:
Papoulis, A.; Probability, Random Variables, and Stochastic Processes
Wong, Eugene; Introduction to Random Processes
Wong, E./Hajek, B.; Stochastic Processes in Engineering Systems
Stark, H./Woods, J.; Probability, Random Processes, and Estimation Theory
Feller, W.M.; An Introduction to Probability Theory and its Applications
Rudin, Walter; Principles of Mathematical Analysis
Grimmett, G. R./Stirzaker, David R.; Probability and Random Processes
Gallager; Discrete Stochastic Processes Santos Venkatesh, The Theory of Probability
Exams, homework, grading, etc.: