University of California, Berkeley
Electrical Engineering and Computer Sciences Department
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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


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.
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.

Professor Michael Gastpar
265 Cory Hall
Phone: (510) 643-3948

Office Hours:
Wed., 11:30-12:30
Thu., 2-3

Teaching Assistant:
Sameer Pawar
Office Hours:
Location:   TBA

Course Administrative Assistant:
Rosita Alvarez-Croft
253 Cory
Phone: (510) 643-4976


  • 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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Supplementary Reading Resources on 1-day reserve at Kresge Engineering Library:

  • 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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Lecture Notes:

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Discussion Notes:

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Homework #1 (Assigned 8/27, Due 9/8) Solution to Homework #1


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 Last updated 08/27/09