EE 401 - Random Processes for EE

Announcement (Semester 1, 2022)

• I’m teaching with CPW this year.
• All course information are officially in CourseVille. You may use this web page to download course material of my part only.

Lecture Notes

Available for download here. The contents are splitted into random vectors and random procesess.

View the video playlist: Multivariate random variables in engineering applications

1. Random variables

   1. Review of Probability
   2. Random Variables
   3. Functions of Random Variables
   4. Pairs of Random Variables
   5. Vector Random Variables
   6. Sums of Random Variables

2. Random Processes

   1. Introduction to random processes
   2. Definitions and statistical properties
   3. Important random processes
   4. Practical examples of random processes
   5. Wide-sense stationary random processes

Course Information

Lectures:

ENG3 320, Mon Wed 11 AM - 12:30 PM

Instructors:

• Jitkomut Songsiri (JSS)
• Assist. Prof. Charnchai Pluempitiwiriyawej (CPW)

Textbooks:

• 1. Leon-Garcia, Probability, Statistics, and Random Processes for Electrical Engineering, 3rd edition, Pearson Prentice Hall, 2009.
• 8. Stark andJ J.W. Woods, Probability, Statistics, and Random Processes for Engineers, 4th edition, Pearson, 2012
• Roy D. Yates and David J. Goodman, Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, 2nd edition, John Wiley & Sons, 2005.

Grading:

Refer to what has been announced in My CourseVille