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Unformatted text preview: Texas A&M University ECEN 646: Statistical Communication Theory Fall 2011 • Time and Room: TR 11:1012:25, ZACH 223A. • Faculty Instructor: Serap Savari, ZACH 235F, [email protected], (979) 8456824. Office hours: W 1:303:30, or by appointment. • Course website: http://ece.tamu.edu/˜wychen/646/ • ECEN 646 is a graduate level introduction to probability and random processes . This course provides a fastpaced 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, fastpaced 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 http://www.athenasc.com/Prob2ndCh1.pdf Later in the semester you may find Robert Gallager’s Notes on Random Processes to be a useful reference. These can be found at http://web.mit.edu/gallager/www/pages/pubs.html Another helpful reference that can be found online is Bruce Hajek’s course notes on Random Pro cesses: http://www.ifp.illinois.edu/˜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.
 Fall '11
 SerapSavari

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