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

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TexasA&M University ECEN 646: StatisticalCommunication 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: http://ece.tamu.edu/˜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 http://www.athenasc.com/Prob-2nd-Ch1.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
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(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. (xi) Probability and random processes by G. R. Grimmett and D. R. Stirzaker - QA273 .G74 2001. (xii) Probability and random processes with applications to signal processing by H. Stark and J. W. Woods - TK5102.9 .S717 2002.
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