The schedule is tentative and subject to change. (Last update: Sept. 1, 2003 )

On-Campus

Lecture Subject Topics
Week Date
1 9/3

1

Introduction to the course 
9/5 2 Probability Set theory
2 9/8 3 Probability space
9/10 4
9/12 5 Combinatorial analysis
3 9/15 6 Conditional probability
9/17 7
9/19 8
4 9/22 9 Random variables Random variable
9/24 10 Probability distribution function
9/26 11
5 9/29 12 Probability density function
10/1 13 Functions of a random variable
10/3 14
6 10/6 15 Expected value, Moments, and characteristic function
10/8 16
10/10 17
7 10/13 Columbus Day    
10/15 18 Two or more random variables and random sequences Joint CDF and PDF
10/17 19
8 10/20 20
10/22 21 Conditional distribution and density functions
10/24 22 Expected value and correlation coefficient
9 10/27 23

Mid-Semester Date

 

More than two random variables

10/29 24 Bivariate and multivariate Gaussian random variables
10/31 25
10 11/3 26 Functions of two random variables
11/5 27
11/7 28 Convergence of random sequences
11 11/10 29
11/12 30
11/14 31 Random processes Definition
12 11/17 32 Stationarity, mean and autocorrelation functions
11/19 33 Properties of autocorrelation functions
11/21 34 Power spectral density
13 11/24 35 Discrete random process

Cyclostaionary process   

11/26 36 Stochastic continuity, differentiation, and integrals
11/28 Thanksgiving  
14 12/1 37 Time average and ergodicity
12/3 38 Transmission of random processes through LTI systems
12/5 39

15

12/8 40
12/10 41 Special processes
12/12 42