Department of Systems and Computer Engineering
Ottawa, Canada
94.553 - Stochastic Processes - Fall 2002
Latest News: Dec. 2,
2002
Check this area regularly for important information
As a sample, the final exam of Winter 2002 is posted.
Office hour for the week of Dec. 2nd: Wednesday, Dec. 4th, 1:30-3:00 p.m. .
Solutions of Problem Set 9 are now available.
The summaries of Chapters 1 - 4 of the textbook are posted below. These chapters are
considered as the probability background that all students should already know.
There is however going to be a quick review of this material in the first few weeks of
the lectures.
Scanned documents in this page
are of type (*.pdf) which requires "Acrobat" reader. Down load your
copy of Acrobat reader FREE
by clicking on the link below
Tues. & Thur , 5:30 - 7:00 p.m., ME 3269.
First lecture: Thursday, Sept. 5th, 2002.
Office Hours:
Tues. & Thur , 4:30 - 5:30 p.m.
Textbook:
A. Leon-Garcia, Probability and Random
Processes for Electrical Engineering, 2nd ed., Addison-Wesley,
1994.
Prerequisites:
An undergraduate course on Probability Theory. This is an absolute
requirement for taking this course.
Other References:
A. Papoulis, Probability, Random Variables, and Stochastic Processes,
4th ed., McGraw-Hill, 2002.
H. Stark, J. W. Woods, Probability, Random Processes, and Estimation
Theory for Engineers, 2nd ed., Printice Hall, 1994.
Grading Scheme:
Midterm Exam: 35%
Final Exam: 65%
Course Outline:
Review (2-3 weeks): Probability Models, Basic Concepts of Probability
Theory,
Random Variables and Random Vectors (Ch. 1, Sec.2.1-2.6, Sec. 3.1-3.9,
Sec.4.1-4.8 of the textbook).
Sums of Random Variables and Long-Term Averages (Sec. 5.1-5.5)
Random Processes (Ch. 6)
Analysis and Processing of Random Signals (Ch. 7)
Markov Chains (Ch. 8, the coverage depends on the availability of
time)
Assignments:
There will be weekly assignments.
The solutions will be posted on the web. in the following week.
Although students are not required to submit the solutions,
it is strongly recommended that they first work on the assignments
on their own, and if unsuccessful, discuss it with other students
before looking at the solutions.
Summary of Chapters 1 and 2 of the textbook:
ps-file,
pdf-file.
Summary of Chapters 3 and 4 of the textbook:
ps-file,
pdf-file.
Students with Disabilities:
Students with disabilities requiring academic
accommodations in this course are encouraged to contact a coordinator at the
Paul Menton Centre (PMC) for
Students with Disabilities to complete the necessary letters of
accommodation. After registering with PMC, make an appointment to meet and
discuss your needs with me at least two weeks prior to the first in-class
test or itv midterm exam. This is necessary in order to ensure sufficient
time to make the necessary arrangements. Please note the following
deadlines for submitting completed forms to the PMC: November 1st for fall
and fall/winter term courses, and March 7th for winter term courses.
Health and Safety:
For information on health and safety please refer to
this document.
As a sample, the final exam of Winter 2002 is posted.