EE226, Fall 2009
Random Processes in Systems
Tues. and
Thurs.: 12:30 - 2:00 pm
289 Cory
- Discussion Section:
- Wednesday, 12:00 - 1:00 pm, 293 Cory
Prerequisite:
- Solid undergraduate courses in probability
(equivalent to EECS 126), linear algebra (equivalent to Math 54) and
signals and systems (equivalent to EECS 120). There is a lot of
material to be covered in this course, so familiarity with basic
probability concepts is particularly essential. If your undergraduate
probability course is at a significantly lower level than EECS 126,
taking EECS 126 first may be a safer bet. If you are unsure whether
your background is sufficinet, please come and talk to me.
- Texts:
- The reader Stochastic Processes: A
conceptual approach, by R.G. Gallager and the book
Essentials of Stochastic Processes, by Rick Durrett are the
basic texts of the course. The reader is available from Copy Central on
Hearst.
- Course
outline
available here.
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Lecturer:
Professor Michael Gastpar
265 Cory Hall
Phone: (510) 643-3948
gastpar@eecs.berkeley.edu
Office Hours:
Wed., 11:30-12:30
Thu., 2-3
Teaching Assistant:
Sameer Pawar
spawar@berkeley.edu
Office Hours:
tba
Location: TBA
Course Administrative Assistant:
Rosita Alvarez-Croft
253 Cory
Phone: (510) 643-4976
rosita@eecs.berkeley.edu
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- This webpage is just for the beginning; we will switch to BSpace as soon as we are sure everyone can access it. Please contact Sameer Pawar, the Teaching Assistant, if you cannot access BSpace.
Welcome to
EE226A
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- D. Bertsekas and J. Tsitsiklis, “Introduction
to
Probability” (excellent text for refresher on probability).
- Gilbert Strang, “Linear Algebra and its
Applications”, 3rd ed., HBJ Inc., 1988,
(excellent text for refresher on linear algebra).
- G.R. Grimmett and D.R. Stirzaker, “Probability
and
Random Processes”, 3rd ed., Oxford Univ. Press,
2001.
- G.R. Grimmett and D.R. Stirzaker, “Probability
and
Random Processes: Problems and Solutions”, Oxford, 3rd
ed., Oxford Univ. Press, 2001.
- Harry L. Van Trees, “Detection, Estimation and
Modulation Theory”, vol.I, New York, Wiley, 1968 - 1971.
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Last updated 08/27/09
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