Syllabus - Texas A&M University ECEN 646: Statistical...

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Unformatted text preview: Texas A&M University ECEN 646: Statistical Communication Theory Fall 2011 • Time and Room: TR 11:10-12:25, ZACH 223A. • Faculty Instructor: Serap Savari, ZACH 235F, [email protected], (979) 845-6824. Office hours: W 1:30-3:30, or by appointment. • Course website:˜wychen/646/ • ECEN 646 is a graduate level introduction to probability and random processes . This course provides a fast-paced review of probability and emphasizes random processes. Topics: Basic probability, Laws of large numbers, Central Limit Theorem, Bernoulli processes, Pois- son processes, Markov chains, Gaussian processes and power spectrum. The material covers critical ideas common to communication and signal processing. Course Objective: The goal of ECEN 646 is to develop a conceptual understanding of simple classes of random processes. ECEN 646 is an intense, fast-paced and demanding course - both conceptually and in terms of its workload. A high level of maturity, dedication and commitment to understanding the concepts in depth is expected of all students. • The coursepack Introduction to Stochastic Processes by Erhan C ¸inlar is both required and can be purchased at the FedEx Office Print & Ship Center, 509 University Dr. Early in the semester we will review basic probability. The first chapter of one popular book on probability can be found online at Later in the semester you may find Robert Gallager’s Notes on Random Processes to be a useful reference. These can be found at Another helpful reference that can be found online is Bruce Hajek’s course notes on Random Pro- cesses:˜hajek/Papers/randomprocesses.html The following library books may be of interest: (i) Probability and random processes: with applications to signal processing and communications by S. L. Miller and D. Childers - TK5102.9 .M556 2004. (ii) Introduction to probability by D. P. Bertsekas and J. N. Tsitsiklis - QA273 .B554 2002. (iii) A first course in probability (sixth or later edition) by S. Ross - QA273 .R83 2010. (iv) Fundamentals of applied probability theory by A. W. Drake - QA273 .D757. (v) Introduction to probability theory by P. G. Hoel, S. C. Port, and C. J. Stone - QA273 .H684. (vi) Concepts of probability theory by P. E. Pfeiffer - QA273 .P4. (vii) Elementary probability by D. Stirzaker - QA273 .S7534 2003. (viii) Discrete stochastic processes by R. G. Gallager - QA274. G343 1996. 1 (ix) Probability and random processes; an introduction for applied scientists and engineers by W. B. Davenport, Jr. - TA340 .D38. (x) Detection of signals in noise by R. N. McDonough, A. D. Whalen - TK5102.9 .M39 1995....
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This note was uploaded on 01/19/2012 for the course ECEN 646 taught by Professor Serapsavari during the Fall '11 term at Texas A&M.

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Syllabus - Texas A&M University ECEN 646: Statistical...

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