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Fall 2018
University of Minnesota, Electrical and Computer Engineering
Course Description
This course will provide an in-depth coverage of topics in modern probability theory and random
processes, motivated by electrical engineering applications. Topics that will be covered include
random vectors (with emphasis on the multivariate Gaussian), minimum mean square error
estimation, second order theory of random processes, the Poisson and Wiener processes, Markov
chains, and convergence of random variables (in mean, in probability, in distribution, and almost
surely).
Instructor
Assistant Professor Fikri Goksu
E-mail: goks0002@umn.edu
Office: Keller Hall 5-183
Phone: (612) 626-0375
Office Hours: Monday & Wednesday, 10-11 am
Teaching Assistant
Burhanedddin Yaman
E-mail: yaman013@umn.edu
Office: Keller Hall 2-276
Office Hours: Tuesday, 9:30-10:30am
Textbook
J. A. Gubner, Probability and Random Processes for Electrical and Computer Engineers,
Cambridge University Press, 2006.
Prerequisite
EE 3025, or a comparable first course in probability.
Course Website
Check Moodle for up to date information.
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Homework
Problem sets will usuallybe assigned on Wednesdays and collected one or two weeks later in class.
Solutions will be posted a few days after the homework is due. Re-grading requests will be
considered only within one week from the day graded homeworks are returned to you. Check
Moodle for the latest information on assignment problems, due dates and supporting material.
Computer assignments will require the use of MATLAB. You are encouraged to discuss
your solution strategies with other students taking the class. However,
copying homework solutions provided by others is considered cheating and
will not be tolerated. Hence, solutions submitted for grading should be
formulated by each student independently!
Late homework will be accepted, but will be awarded at most 50% of the originally available points
for that assignment, unless there is a reasonable excuse for late submission.
Exams
There will be a midterm exam and a Final Exam. Specific parameters for the exam (e.g., whether
note sheets, books, etc. are allowed) will be discussed in class or distributed through the course
Moodle site prior to the exam.
Classroom Conduct
You are strongly encouraged to ask questions. You should be in class to participate and learn, and
activities that do not promote learning should be kept to a minimum. Please respect the rights of
the other students in class to hear the lecture and to participate in classroom discussions. Please be
courteous by not using your cell phones during class.
Incompletes:
A grade of “I” for Incomplete is given at the discretion of the course instructor when,
due to extraordinary circumstances, the student who has successfully completed a substantial
portion of the courses work with a passing grade was prevented from completing the work of the
course on time. Students must fill out an Incomplete Grade Agreement form found in Keller 3-
166. The maximum time to remove and replace an incomplete grade is one year.