ECE 534: Random Processes (Fall 2015)
Maxim Raginsky (contact: maxim [at] illinois [dot] edu)
TA: Aolin Xu (contact: aolinxu2 [at] illinois [dot] edu)
TTh 11:00-12:20, 3017 Electrical and Computer Engineering Building
- Reminder: Exam 2 will be in class on Thursday, Nov 19; here is a sample exam with solutions.
- Time change for instructor's office hours on Monday, Oct 26: 10am-12pm.
- Reminder: Exam 1 will be in class on Tuesday, Oct 27; here is a sample exam with solutions.
- There will be no class on Thursday, Oct 1, because of the Allerton Conference. You are encouraged to attend it and to volunteer to help with sessions.
- Two in-class exams scheduled: Exam 1 on
Thursday, Oct 22 Tuesday, Oct 27; Exam 2 on Thursday, Nov 19
- Homework 2 assigned Sep 15, due Sep 24, beginning of class
- Homework 1 assigned Sep 1, due Sep 10, beginning of class
- Office hours
- Instructor: Mondays, 2-4pm, CSL 162
- TA: Wednesdays, 2:30-4:30pm, CSL 141
About this class
ECE 534: Random Processes is a graduate-level course on random (stochastic) processes, which builds on a first-level (undergraduate) course on probability theory, such as ECE 313. It covers the basic concepts of random processes at a fairly rigorous level, and also discusses applications to communications, signal processing, control systems engineering, and computer science. To follow the course, in addition to basic notions of probability theory, students are expected to have some familiarity with the basic notions of sets, sequences, convergence, linear algebra, linear systems, and Fourier transforms.