ECE 730 PROBABILITY AND STOCHASTIC PROCESSES

HOMEWORK

Students should make sure that they are receiving the email messages broadcast to the class. If you are not receiving this email, then use EASI (http://www.wisc.edu/EASI) to correct your email address information.

email sent to class (Text of email)

• Instructor: Ian Dobson, 2564 Engineering Hall


• If you have questions or comments for Ian: dobson@engr.wisc.edu
 
• Office hours: Wednesday 1:00-3:00 pm or by appointment in the afternoons. It is also possible to stop by in the afternoons to check if Ian is available. e-mail is effective for short questions. You can use the office hours for questions about the homework or the course material. Most administrative matters can be dealt with by e-mail.  I am NEVER available before class because I need to prepare for the class lecture. Please see Ian in person if you are having ANY difficulties with the course (do NOT wait until just before the exams).


• Homework : There will be regular homework which will be an important part of the learning in the course. The homework will be reviewed (to an extent subject to resources being available from the ECE department) but not graded. However the exams will be based on the homework questions. Students are encouraged to work together to solve the homework problems. However, each student must hand in their own work. Students are expected to attempt all homework problems and hand their efforts in.  Homework solutions will not be systematically published, but help is available from the professor. Students are responsible for creating their own portfolio of homework solutions that they can use to study for the exams.  One aspect is that students should work to understand homework well enough that they are confident that their solutions are correct. Success in the course correlates well with consistent and thoughtful effort on the homeworks throughout the course.
  


• Exams : The exams will be closed book written exams intended to assess whether students have mastered the material in the homeworks and the course. There will be a midterm and a final. The midterm will be held at a time most suitable for most students. THE FINAL IS AT 10:05 AM ON WEDNESDAY 20 DECEMBER IN ROOM 3534 ENGINEERING HALL ( NOTE CHANGE IN EXAM ROOM NUMBER) Send email or drop by to Ian in the first two weeks of class if there is ANY chance of religious or other conflicts with these exam times. Exams are designed for the purpose of assessment only and exam papers will not be handed back to students. That is, learning is the focus of the course and the homeworks, but is not a function for the exams.  Students may choose to look at their exam papers for a limited period after the exam by coming to professor office hours.  If necessary to encourage learning there will be some quizzes in class. 
  
  
• Class attendance : Students are expected either to attend every class lecture or, in exceptional circumstances, to make arrangements with other students to obtain and study a copy of the lecture notes.  It is the student's responsibility to obtain the necessary exposure to the material presented in class. 
  


• Grading: The grade for the class will be based on performance in the exams. (If graded quizzes are used, they will also contribute to the grade.)  The grades will NOT be curved. I will set standards for the main changes in letter grade before grading the exams.  One intention of this grading scheme is that students compete against my standards in the course instead of against each other. I want to encourage students to work together and learn from each other.


• Ethics : The highest standards apply. In particular, instructions must be followed meticulously during exams to ensure equal conditions for all students.

Text : G. Grimmett and D. Strizaker, Probability and Random Processes, Third edition, Oxford University Press, 2004.
 

• Review of foundations: probability, counting arguments, random variables and vectors, distributions, conditional probability, independence, expectation.
  
• Discrete and continuous distributions such as binomial, Gaussian, Poisson, exponential, Weibull.
  
• Generating functions, central limit theorem and laws of large numbers, convergence of distributions.
  
• Stochastic processes in discrete time, such as telegraph, branching, and Poisson processes,  discrete state Markov chains.
  
• Continuous-time, second-order stochastic processes, correlation functions, power spectral densities, random processes filtered through linear time-invariant systems. Gaussian processes.
  
• The course topics will be illustrated by engineering applications such as communications and reliability.
  

Possible additional topics as time permits:

• Queues
  
• Renewal processes
• Martingales
  

last updated December 18 2006

Students should make sure that they are receiving the email messages broadcast to the class. If you are not receiving this email, then use EASI (http://www.wisc.edu/EASI) to correct your email address information.

email sent to class (Text of email)

• Instructor: Ian Dobson, 2564 Engineering Hall


• If you have questions or comments for Ian: dobson@engr.wisc.edu
 
• Office hours: Wednesday 1:00-3:00 pm or by appointment in the afternoons. It is also possible to stop by in the afternoons to check if Ian is available. e-mail is effective for short questions. You can use the office hours for questions about the homework or the course material. Most administrative matters can be dealt with by e-mail.  I am NEVER available before class because I need to prepare for the class lecture. Please see Ian in person if you are having ANY difficulties with the course (do NOT wait until just before the exams).


• Homework : There will be regular homework which will be an important part of the learning in the course. The homework will be reviewed (to an extent subject to resources being available from the ECE department) but not graded. However the exams will be based on the homework questions. Students are encouraged to work together to solve the homework problems. However, each student must hand in their own work. Students are expected to attempt all homework problems and hand their efforts in.  Homework solutions will not be systematically published, but help is available from the professor. Students are responsible for creating their own portfolio of homework solutions that they can use to study for the exams.  One aspect is that students should work to understand homework well enough that they are confident that their solutions are correct. Success in the course correlates well with consistent and thoughtful effort on the homeworks throughout the course.
  


• Exams : The exams will be closed book written exams intended to assess whether students have mastered the material in the homeworks and the course. There will be a midterm and a final. The midterm will be held at a time most suitable for most students. THE FINAL IS AT 10:05 AM ON WEDNESDAY 20 DECEMBER IN ROOM 3534 ENGINEERING HALL ( NOTE CHANGE IN EXAM ROOM NUMBER) Send email or drop by to Ian in the first two weeks of class if there is ANY chance of religious or other conflicts with these exam times. Exams are designed for the purpose of assessment only and exam papers will not be handed back to students. That is, learning is the focus of the course and the homeworks, but is not a function for the exams.  Students may choose to look at their exam papers for a limited period after the exam by coming to professor office hours.  If necessary to encourage learning there will be some quizzes in class. 
  
  
• Class attendance : Students are expected either to attend every class lecture or, in exceptional circumstances, to make arrangements with other students to obtain and study a copy of the lecture notes.  It is the student's responsibility to obtain the necessary exposure to the material presented in class. 
  


• Grading: The grade for the class will be based on performance in the exams. (If graded quizzes are used, they will also contribute to the grade.)  The grades will NOT be curved. I will set standards for the main changes in letter grade before grading the exams.  One intention of this grading scheme is that students compete against my standards in the course instead of against each other. I want to encourage students to work together and learn from each other.


• Ethics : The highest standards apply. In particular, instructions must be followed meticulously during exams to ensure equal conditions for all students.

Text : G. Grimmett and D. Strizaker, Probability and Random Processes, Third edition, Oxford University Press, 2004.
 

• Review of foundations: probability, counting arguments, random variables and vectors, distributions, conditional probability, independence, expectation.
  
• Discrete and continuous distributions such as binomial, Gaussian, Poisson, exponential, Weibull.
  
• Generating functions, central limit theorem and laws of large numbers, convergence of distributions.
  
• Stochastic processes in discrete time, such as telegraph, branching, and Poisson processes,  discrete state Markov chains.
  
• Continuous-time, second-order stochastic processes, correlation functions, power spectral densities, random processes filtered through linear time-invariant systems. Gaussian processes.
  
• The course topics will be illustrated by engineering applications such as communications and reliability.
  

Possible additional topics as time permits:

• Queues
  
• Renewal processes
• Martingales
  

last updated December 18 2006