-Syllabus-

 

BBL501E Probability&Stochastic Processes

 

                                                                                                Date: September 25.2009

Semester : Fall 2009

Level of Course: 500                        Year of Study: Graduate

Language of Instruction: English

Instructor : Associate Professor Uluð Bayazýt

 

Instructor’s office hours: Tuesday 13:00-14:00 pm or by appointment  

Instructor’s office no/phone no/e-mail address: 4302/ 3591 /ulugbayazit@itu.edu.tr

Class hours: Thursday 13:30-16:30 pm

Prerequisite:

                   

Course Description :

Random experiments, axioms of probability, techniques of counting, conditional probability, independence, sequential experiments.

Random variables, probability distributions, some important random variables: Bernoulli, binomial, geometric, Poisson, uniform, exponential, Gaussian, gamma. Functions of random variables, expected values, Chebyshev inequality, characteristic functions.

Multiple random variables, joint cdf's and pdf's, independence, conditional probability and conditional expectation, functions of several random variables, expected values of functions of vector random variables, multidimensional Gaussian random variables.Sums of random variables, the law of large numbers, the central limit theorem.

Random processes, distributions, mean, autocorrelation, autocovariance, some important random processes: sum, binomial counting, random walk, Poisson, Wiener, Brownian motion. Stationary random processes, derivatives and integrals of random processes, time averages of random processes and ergodic theorems.

Power spectral density, response of linear systems to random signals.

 

Course Objectives:  Review basic concepts on probability and random variables. Understand generalization of random variable concept to random sequences and random processes. Learn specific types of random sequences and random processes. Analyze random sequences and processes in transform domain. Analyze output of linear time invariant systems to random sequences and inputs in time and transform domains.   

 

Textbook:

                        Probability and Random Processes

                        with Applications to

                        Signal Processing, 3rd Edition

                        H. Stark, J. W. Woods

                        Prentice Hall 2002.

 

References:                  1. Probability, Random Variables and Random Signal Principles, 4th Edition

                        Peyton Z. Peebles, Jr.

                        Mc Graw Hill

 

                        2. Probability, Random Variables and Stochastic Processes, 4th edition

                        Athanasios Papoulis

            Mc Graw Hill

             

Week   Dates               Topics                                                              Objectives

1          01/10                Basic probability                                                 Woods&Stark

                                    concepts, axioms and theorems.                           Chp. 1.1-1.7

                                    Conditional, total probability.

                                    Bayes theorem.

 

2          08/10                Statistical Independence, combinatorics               Woods&Stark

Bernoulli trials, De-Moivre Laplace                     Chp. 1.8-1.11

and Poisson approximations to binomial.               2.1-2.4

Random variables, distribution

                                    and density functions.

 

3          15/10                Random variables, distribution                              Woods&Stark

                                    and density functions. Some important                  Chp.  2.1-2.5

                                    random variables: Bernoulli, binomial,

geometric, Poisson, uniform,

exponential, Gaussian.                                                

 

4          22/10                Functions of random variables,                              Woods&Stark 

expected values, moments, Chebyshev                  Chp. 3.1-3.2, 4.1,4.3,4.4,4.7

inequality,  characteristic functions

 

5          05/11                Multiple random variables, joint distribution            Woods&Stark

and density functions. Conditional density and        Chp.  2.6, 4.2, 4.3

distribution functions, conditional expectation,

joint moments.                        

 

6          12/11                Discrete random vectors,                                     Woods&Stark

                                    expectation vectors, covariance                            Chp. 5.1-5.4

                                    matrices and their properties. 

                                    Decorrelation of random vectors

 

7          19/11                 Multi-dimensional Gaussian law                         Woods&Stark

 Midterm I (in class)                                           Chp.  5.6

                                               

8          03/12                Random sequences: Probability space                 Woods&Stark

and sequence, examples,                                    Chp. 6.1

statistical specification, distribution

and density functions, discrete valued

random sequence first and second order

statistics and their properties.  

Gaussian random sequence.

                                   

9          10/12                Random walk, central limit theorem, independent  Woods&Stark

increments sequence, stationarity.                        Chp. 6.1-6.3

Review of LTI systems.

Response of D.T. Linear and LTI systems to

                                     random sequences.

 

10        17/12                 WSS random   sequences and power spectral    Woods&Stark

density.  Markov random sequences and            Chp. 6.4-6.5, 7.1

                                    Markov Chains. Random Processes:

                                    Definition, statistical specification, density and

                                    distribution functions,

                                   

11        24/12                 Midterm II (take home)                                     Woods&Stark

                                     First and second order statistics.                        Chp. 7.1-7.2

 Poisson counting process. Wiener process.

 

             

 12        31/12               Markov process, Markov chains,                         Woods&Stark

                                    Markov property, Chapman-Kolmogorov             Chp. 7.1-7.2

                                    Equations.                                          

                                    

       self study               C.T. linear systems with random inputs,              Woods&Stark

special classes of random processes,                   Chp. 7.3-7.5

stationarity, WSS processes,

power spectral density.                       

                                    Stationary processes and LTI systems,            

                                    Stationary sequences and LTI systems.

 

 

Class Policies :

 

Homeworks will be assigned for self study but not contribute to final grade. Solutions will be handed out. Problems in the exams may resemble, but will not be identical to those in the homework sets.

Attendance is not required.

Cheating will not be tolerated and will result in the automatic administration of an ‘F’ grade for the course.

Make-up midterm will only be offered to those who miss either midterm exam and who provide a valid excuse.

 

Grading Policy:

                        1.         Midterm I                    30%

                        2.         Midterm II                   30%

                        3.         Final                            40% (Solutions)

 

List of grades

 

Sample Final Exam