ECE 534: RANDOM PROCESSES, SPRING 2016

Class time and place: 11:00-12:20 MW, 1015 ECEB

Instructor: Prof. V. V. Veeravalli. 315 CSL, vvv at illinois dot edu, 333-0144
Office Hours: Mondays 1:30-3:00 in 315 CSL
Teaching Assistant: Xiaobin Gao, xgao16 at illinois dot edu
office hours: Tuesdays 4-6 in in 368 CSL

Announcements

Exam 1 will be held on March 3 from 7:00 PM - 8:30 PM in 1015 ECEB. You will be allowed one
sheet of notes (8.5''x11'', both sides) for the exam. Otherwise the exam is closed book.
Exam 2 will be held on April 20 from 7:00-8:30 PM in 1015 ECEB. You will be allowed two sheets
of notes (8.5''x11'', both sides) for the exam. Otherwise the exam is closed book.

Homework Assignments and Exams

Homework Assignment 1: Due Feb 03, 2016. Solution.

Homework Assignment 2: Due Feb 17, 2016. Solution.
Homework Assignment 3: Due March 2, 2016. Solution.
Homework Assignment 4: Due March 16, 2016. Solution.
Homework Assignment 5: Due April 6, 2016. Solution.
Homework Assignment 6: Due April 20, 2016. Solution.

Handouts/Notes

Exam 1 Spring 06 and its solution

Exam 1 Fall 05 and its solution
Exam 1 Fall 09 and its solution

Course Details

Syllabus: This 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.
Required Text: B. Hajek, Random Processes for Engineers, Cambridge 2015. A soft copy of the
book can be downloaded here. Preprints are also available through the ECE Store.
References in Grainger Library:
Papoulis, A.; Probability, Random Variables, and Stochastic Processes
Wong, Eugene; Introduction to Random Processes
Wong, E./Hajek, B.; Stochastic Processes in Engineering Systems
Stark, H./Woods, J.; Probability, Random Processes, and Estimation Theory
Feller, W.M.; An Introduction to Probability Theory and its Applications
Rudin, Walter; Principles of Mathematical Analysis
Grimmett, G. R./Stirzaker, David R.; Probability and Random Processes
Gallager; Discrete Stochastic Processes
Exams, homework, grading, etc.:
Homework (H) problems will be assigned on a (approx.) fortnightly basis. Collaboration on the
homework is permitted, however each student must write and submit independent solutions.
Homework is due within the first 5 minutes of the class period on the due date. No late homework
will be accepted (unless an extension is granted in advance by the instructor).
There will be two mid-term exams and one final. The first midterm exam (M1) will be held on
March 3 from 7:00 PM - 8:30 PM, and the second midterm exam (M2) on April 20 from 7:00 PM 8:30 PM. The final exam (F) will be held according to the final exam schedule posted by the Office
of the Registrar.
You may bring one sheet of notes to the first hour exam, two to the second hour exam, and three to
the final exam. You may use both sides of the sheets, the sheets are to be standard US (letter paper)
or European (A4) size with font size 10 or larger printing (or similar handwriting size). The
examinations are closed book otherwise. Calculators, laptop computers, tables of integrals, etc. are
not permitted.
Your course grade will be determined by your performance in the H, M1, M2 and F, according to the
formula:
Score = .2H + max{.15M1 + .15M2 + .5F, .25M1 + .15M2 + .4F, .15M1 + .25M2 + .4F},
where H, M1, M2 and F are normalized to 100.
Running scores for ECE 534 will be maintained on the Illinois Compass system (blue stem password
required).