CONCORDIA UNIVERSITY
Department of Electrical and Computer Engineering
ENCS 6161 - Probability and Stochastic Processes - Winter 2017

INSTRUCTOR:

Dr. M. R. Soleymani , Office: EV-5.125, Telephone: 848-2424 ext. 4103

Office Hours: Tuesday, Thursday, 14:00 to 16:00.

TEXT:

Alberto Leon-Garcia, Probability and Random Processes for Electrical Engineering, 3rd. Ed., Addison Wesley, 2007

REFERENCES:

• A. Papoulis and S.U. Pillai, Probability, Random Variables and Stochastic Processes , 4th. Ed., McGraw-Hill, 2002.

LECTURE NOTES

OLD EXAMS

AREAS TO BE COVERED:

• Probability: Random experiments, axioms of probability, conditional probability and statistical independence.
• Random Variables: CDF and pdf, functions of random variables, expected value of random variables, Chebyshev inequality,
  Chernoff bound, Chi-square test, characteristic function, probability generating function, entropy.
• Multiple random variables: joint pdf, conditional probability and conditional expectation, correlation and covariance,
  jointly Gaussian random variables, Mean Square Estimation.
• Sum of random variables, Law of Large Numbers, Central Limit Theorem, Confidence Intervals.
• Random Processes: Mean, Autocorrelation and Autocovariance, Ergodicity, Stationarity.
• Filtering of Random Signals: Power Spectral Density, Response of Linear Systems to Random Signals,
  Prediction and Estimation, Kalman Filtering.
• Markov Chains and the Elements of Queuing Theory.

GRADING SCHEME:

Midterm: 30%. (March 6,2017)

Final: 70%.

IMPORTANT NOTICE:

• Failing to write the midterm results in losing the 30% assigned to the midterm. In the case of medical emergency,
  a student may be given permission to re-write the midterm.
• The midterm and the Final exams will be closed book. Only one two-sided 8.5 by 11 crib sheet can be brought to the exam.
• Although assignments do not carry any marks, they are very important for the understanding of the course material.
  Therefore, you are strongly encouraged to do them on time and with sufficient care.

Time: Monday 17:45 to 20:15.

Room: H 407

First day of class: Jan. 9, 2017.

LIST OF ASSIGNMENTS:

Assignment 1

Assignment 2

Assignment 3

Assignment 4

Assignment 5

Assignment 6

Assignment 7

Assignment 8

Assignment 9

Assignment 10

Assignment 11

Assignment 12