Probability and Random Processes
TuTh 5-6:30 PM, 2060 VLSB
Office Hours: WF 10-11am (v)
- Welcome to EECS 126! Please read the course info, join Piazza, and join Gradescope (code 74PB3B).
- Please note this is an in-person class with no recorded lectures or discussions, and in-person exams. There will, however, be a few virtual office hours and discussions. See calendar for the schedule.
- Here’s an anonymous feedback form for you to provide any suggestions to help us improve the class.
Readings refer to Walrand’s Probability in Electrical Engineering and Computer Science. Additionally, these Jupyter Notebooks provide extra reinforcement for the textbook. Online notes will serve as optional supplemental readings, and will not directly correspond to the lectures or textbook (see content). The B&T textbook may also be useful, but is not the primary textbook.
Schedule is subject to some changes.
|08/26||Elementary Probability: Symmetry, Expectation, Conditioning||Appendix A.1-A.5|
|08/31||Elementary Probability: Bounds, Law of Large Numbers||Appendix A.6-A.9|
|09/02||Basic Probability: Probability Space, RVs, Borel-Cantelli||Appendix B.1|
|09/07||Basic Probability: Bayes Rule, Conditional RVs||Appendix B.2-B.3|
|09/09||Basic Probability: Discrete RVs, Joint RVs, Independence||Appendix B.4-B.5|
|09/14||Basic Probability: Continuous RVs,
PageRank: Discrete Time Markov Chains, Big Theorem
|09/16||PageRank: Big Theorem||Section 1.3-1.4, 2.5|
|09/21||PageRank: Big Theorem, Hitting Time, Convergence, Strong Law of Large Numbers||Section 1.5, 2.1-2.4|
|09/23||No Lecture (Midterm 1)|
|09/28||PageRank: Convergence, SLLN;
Multiplexing: Gaussian RVs
|09/30||Multiplexing: Central Limit Theorem, Confidence Intervals||Section 3|
|10/05||Multiplexing: Characteristic Functions||Section 4|
|10/07||Networks: Queuing, Poisson Processes||Section 5
|10/12||Networks: Continuous Time Markov Chains||Section 6.1-6.2
|10/14||Networks: CTMC Uniformization, Stationary Distribution||Section 6.3-6.4|
|10/19||Networks: Product-Form Networks|
|10/26||Digital Link: Introduction to Entropy||Section 7.1-7.5
|10/28||Digital Link: Huffman Codes and BSE Channel Capacity||Section 7.1-7.5
|11/02||Digital Link: MAP and MLE|
|11/04||No Lecture (Midterm 2)|
|11/09||Digital Link: Hypothesis Testing, ROC, Neyman-Pearson Theorem||Section 7.6, Section 8.1-8.2
|11/11||No Lecture (Veteran’s Day)|
|11/16||Digital Link: Jointly Gaussian RVs||Section 8.3-8.4|
|11/18||Tracking: LLSE||Section 9.1-9.5
Hilbert space of RVs
|11/23||Tracking: MMSE||Section 9.6-9.8|
|11/25||No Lecture (Thanksgiving Break)|
|11/30||Tracking: Kalman Filtering||Section 10.2-10.4