Electrical Engineering 126: Probability & Random Processes

Announcements

Course Information

Staff

Instructors

Instructors' OH: Professor Parekh will have OH on Thursdays, 2:45-3:45 PM. The location of the OH will change from week to week:

Dates Location
8/29 - 9/5 212 Cory
9/7 - 9/28 511 Soda
10/3 - 10/24 212 Cory
10/26 - 11/2 511 Soda
11/7 - 12/7 373 Soda

Professor Walrand will have OH on Tuesdays, 2:30-3:30 PM, in his office (257 Cory).

TAs

Homework Party: The TAs will hold homework parties on Wednesdays, 5-7 PM, 531 Cory.

Textbooks

For more detailed information, please look at the full syllabus.

The lectures will not be recorded this semester.

Date Topics Reading Assignments
08/24 Introduction/Logistics, Probability Spaces B-T 1.1-1.2
08/29 Conditional Probability, Counting B-T 1.3-1.6
08/31 Discrete Random Variables (Binomial, Poisson), Expectation, Variance B-T 2.1-2.4 HW 1 Released
09/05 Joint PMFs, Independence, Linearity of Expectation, Coupon Collector Problem, Entropy B-T 2.5-2.8
09/07 Continuous Random Variables (Uniform, Exponential, Gaussian) B-T 3.1-3.3 HW 1 Due, HW 2 Released, Lab 1 Released
09/12 Joint PDFs, Continuous Conditional Probability B-T 3.4-3.7
09/14 Conditional Expectation, Law of Total Variance, Transforms B-T 4.1-4.6 HW 2 Due, HW 3 Released
09/19 Markov's Inequality, Chebyshev's Inequality, Chernoff Bounds, Modes of Convergence, WLLN, SLLN, CLT B-T 5.1-5.6
09/21 Midterm 1 HW 4 Released, Lab 1 Due
09/26 CLT, Bernoulli Process B-T 6.1
09/28 Poisson Process, Random Incidence B-T 6.2-6.3 HW 5 Released, HW 4 Due
10/03 Poisson Process, Random Incidence, PageRank B-T 6.2-6.3
10/05 Discrete-Time Markov Chains W 1, WN 1 HW 6 Released, HW 5 Due
10/10 Discrete-Time Markov Chains W 1, WN 1
10/12 Hidden Markov Models, Viterbi Algorithm W 9.1-9.2, WN 9 HW 7 Released, HW 6 Due
10/17 Multiplexing W 3, WN 3
10/19 Multiplexing W 3, WN 3 HW 7 Due, Lab 2 Released
10/24 MLE, MAP, Hypothesis Testing, Neyman-Pearson Lemma W 5, WN 5
10/26 Midterm 2 HW 8 Released
10/31 MLE, Joint Gaussians W 6.3-6.4, WN 6
11/2 Estimation, Kalman Filter W 7, WN 7 HW 8 Due, HW 9 Released
11/7 LLSE, Kalman Filter W 7, WN 7
11/9 Updating the LLSE W 8.1, WN 8 HW 9 Due, HW 10 Released, Lab 3 Released
11/14 Kalman Filter, LQG W 7-8, 12.1-12.2, Note on LQG
11/16 MDPs W 11 HW 10 Due, HW 11 Released
11/21 Countable-State Markov Chains, CTMCs W 13.3, 13.5
11/28 Entropy
11/30 Final Lecture HW 11 Due

Discussions

Discussion worksheets will be posted here.

Homework

Homework will be posted here.

Labs

Labs will be posted here.