University of California at Berkeley
Dept. of Electrical Engineering & Computer Science

Probability and Random Processes

Fall Semester 2007

Updates and Announcements

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Practical Information

Course syllabus: [pdf][ps]

Volume: 4 Units/Credit


Tuesday, 3:30--5:00 PM, 247 CORY.
Thursday, 3:30--5:00 PM, 247 CORY.


Monday, 4:00--5:00 PM, 293 CORY.
Wednesday, 10:00-11:00 AM, 293 CORY.
Friday, 9:00--10:00 AM, 3102 Etcheverry

Instructor: Martin Wainwright

Office Hours: Tu 5-6pm, Th 12:30-1:30pm, 258 Cory
Email: wainwrig AT eecs DOT berkeley DOT edu
Phone: 643-1978
Office: 263 CORY (Wireless Foundation)

Teaching assistants: Matt Johnson and Zile Wei

Office Hours: Matt: M 12-1, W 2-3 in 197 Cory; Zile: Tue 10-11am in 197 Cory
Email: mattjohnson AT berkeley DOT edu, zile AT eecs DOT berkeley DOT edu
Office: TBD

Reader: TBD

Email: TBD
Office Hour: TBD


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.


EECS 20, and MATH 53/54 (multivariate calculus; linear algebra) or equivalent.


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.


Problem sets will be posted on the class webpage (roughly one per week), and will be due in the Cory Hall box at 6pm on the date specified on the problem set. 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.


Midterm 1: Thursday, Oct 4
Midterm 2: Thursday, Nov 15
Final Exam: TBD

Note: All of the exams (both midterms, and final) are strictly non-collaborative 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 4-unit 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 higher-level 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; long-run 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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    Discussion Sections

    Discussion notes are the same across section times. All files linked are PDF files.

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    Current Semester

    Midterm 1 Midterm 2 Joint Scatter: [pdf]

    Previous Semesters

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    Useful References

  • Don't forget that there are solutions to the unstarred book problems online. Note that the file only contains unstarred solutions, since the starred solutions are in the book.

  • Professor Walrand's notes for EE126

  • Alberto Leon-Garcia: Probability and Random Processes for Electrical Engineering , Second edition, Addison-Wesley, 1992.

  • Sheldon Ross: A First Course in Probability , Fifth edition, Prentice Hall, 1998