University of California at
Berkeley
Dept. of Electrical Engineering
& Computer Science
EE126
Probability and Random Processes.
Fall Semester 2006
Practical information
Course syllabus: [pdf][ps]
Volume: 4 Units/Credit
Lectures:
 Tuesday, 3:305:00 PM, 247 CORY.
 Thursday, 3:305:00 PM, 247 CORY.
Discussions:
 Monday, 4:005:00 PM, 293 CORY.
 Friday, 9:0010:00 AM, 531 CORY.
Instructor: Martin Wainwright
 Office Hours: Tu/Th 56pm 258 Cory
 Email: wainwrig AT eecs DOT berkeley DOT edu
 Phone: 6431978
 Office: 263 CORY (Wireless Foundation)
Teaching assistant: Daniel Preda
 Office Hours: Cory 197: Wed 910, Thu 2:303:30
 Email: dpreda AT eecs DOT berkeley DOT edu
 Office: 592 Soda
Reader: TBD
 Email: TBD

 Office Hour: TBD

Text:
 Introduction to Probability by Bertsekas and Tsitsiklis. Available at the campus book store. In addition to attending lectures and discussions, doing problems and reading the textbook outside class will be an integral part of the learning process.
Prerequisites:
 EECS 20, and MATH 53/54 (multivariate
calculus; linear algebra) or equivalent.
Grading:
 Homework (15%), two midterms (20% each), and one final exam (45%). All exams are cumulative in nature,
meaning that any topic covered in lecture, discussion or homework up to
that date can be tested.
Homeworks:
 Problem sets will be posted on the class
webpage (roughly one per week), and will be due in the Cory Hall box. Late homeworks
will not be accepted. If they chose, after attempting the
problems on an individual basis, students can discuss homework
assignments in groups of at most three. However, each student must
write up his/her own solutions individually, and must explicitly name
any collaborators at the top of the homework.
Exams:
 Midterm 1: Thursday, Oct 5; Solutions: [pdf][ps]
 Midterm 2: Thursday, Nov 16; Solutions: [pdf][ps]
 Final Exam: TUESDAY, DECEMBER 19, 2006 1230330P
 Note: All of the exams (both midterms, and final) are
strictly noncollaborative in nature. Any form of cheating
will not be tolerated as per the Department's Academic Dishonesty
Policy .
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Course description
This course is a 4unit course that provides an introduction to the
basics of probability and random processes. This material is central
to many fields in electrical engineering and computer science,
including statistical signal processing, communications, control
theory, and networking. It builds on the foundation of EE 20, and
provides necessary background for higherlevel courses, work and
research. The material in EE 120 is complementary to the material
covered in this course.
Basics of probability (Chapter 1): sets, probabilistic models,
sample spaces, conditioning, Bayes' rule, independence etc. (Time:
approx. two weeks).
Discrete random variables (Chapter 2): definitions, examples,
mass functions, expectation, mean, variance etc. (Time: approx. two
weeks).
General random variables (Chapter 3): continuous variables,
density functions, conditioning, normal variables etc. (Time: approx.
two weeks).
Further topics (Chapter 4): transforms, convolution, conditional
expectation, least squares, bivariate normal (Time: approx. two to
three weeks).
Bernoulli and Poisson processes (Chapter 5): definitions, examples,
properties (Time: approx. one to two weeks).
Markov chains (Chapter 6): discrete time chains; classification;
longrun behavior; absorption. (Time: approx. one to two weeks).
Limits of random variables (Chapter 7): inequalities, law of
large numbers, central limit theory (Time: approx. one to two weeks).
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Updates and Announcements
Dec 12, 12:00 AM: Solutions to final exam review: [pdf]
Dec 08, 02:30 PM: Office hours next week Fri Dec 15, 46 PM Cory 197. You can pick up PS 11 then.
Dec 08, 02:30 PM: Final exam review session Tue Dec 12, 810 PM in Soda 306
Dec 08, 02:30 PM: Practice problems posted: [pdf][ps]
Nov 21, 05:45 PM: Midterm 2 solutions: [pdf][ps]
Nov 16, 10:30 AM: Uptaded solution to problem 6.2: [pdf]
Nov 15, 12:00 PM: Solutions to the practice midterm: [pdf]
Nov 08, 11:00 PM: Practice midterm posted: [pdf][ps]
Oct 23, 12:00 PM: Due to a conference this week, there are some slight changes in section / office hours: 1. Today, Mon, I might be a bit late for my section  if I don't show up on time, don't panic :) 2. The office hours from Wed are moved to Tue 12 PM, and the office hours from Thu are moved on Fri 1112.
Oct 11, 04:45 PM: Midterm 1 solutions: [pdf][ps].
Oct 04, 11:00 AM: I truly appologize for missing the office hours today. As a makeup, I will be in the OH room (Cory 197) from 35 PM today. If I'm not there, it means I'm in Prof. Wainwright's office, look for me there.
Oct 03, 11:00 PM: Practice midterm solutions posted [pdf].
Sep 26, 01:00 PM: Practice midterm posted [pdf].
Sep 05, 06:30 PM: TA office hours in Cory 197, Wed 910 & Thu 2:303:30
Aug 30, 08:30 PM: First three sections of the textbook have been posted online for those students who don't have the book: [pdf]
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Lecture schedule
Lecture No.  Date  Homework out  Homework in  Assigned Reading  Exam

1  Tues Aug 29      1.11.4  

2  Thurs Aug 31  PS1 [ps]    1.11.4  

3  Tues Sep 5      1.3, 1.4  

4  Thurs Sep 7  PS2 [ps] [pdf]    1.3, 1.4  

5  Tues Sep 12      1.5, 1.6  

6  Thurs Sep 14  PS3 [ps] [pdf]    1.5, 1.6  

7  Tues Sep 19       

8  Thurs Sep 21  PS4 [ps] [pdf]      

9  Tues Sep 26       

10  Tues Sep 28       

11  Tues Oct 3       

12  Thurs Oct 5  PS5 [ps] [pdf]      

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Discussion Sections
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Homeworks
Problem Set 1: [ps]; Solutions: [pdf]
Problem Set 2: [ps] [pdf]; Solutions: [pdf]
Problem Set 3: [ps] [pdf]; Solutions: [pdf]
Problem Set 4: [ps] [pdf]; Solutions: [pdf]
Problem Set 5: [ps] [pdf]; Solutions: [pdf]
Problem Set 6: [ps] [pdf]; Solutions: [pdf]
Problem Set 7: [ps] [pdf]; Solutions: [pdf]
Problem Set 8: [ps] [pdf]; Solutions: [pdf]
Problem Set 9: [ps] [pdf]; Solutions: [pdf]
Problem Set 10: [ps] [pdf]; Solutions: [pdf]
Problem Set 11: [ps] [pdf]; Solutions: [pdf]
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Course newsgroup
You can post your questions about course material and homeworks on the EE126 Newsgroup. Please see here for instructions on connecting and using the newsgroup. Note that a special procedure is required to gain access from outside the UCB computer system.
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Useful references
Professor Walrand's notes for EE126
Alberto LeonGarcia: Probability and Random Processes for Electrical Engineering , Second edition, AddisonWesley, 1992.
Sheldon Ross: A First Course in Probability , Fifth edition, Prentice Hall, 1998