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ELECENG 3TQ3

Advanced Probability and Random Processes

Undergraduate

Fall 2026 · Adv. Prob. & Random Processes · C02

Readings

  • eText Probability And Stochastic Processes: A Friendly Introduction For Electrical And Computer Engineers - 5 Month Access Ed: 3
    Yates · 3 · Required
    ISBN 9781118804384; 9781118324561
Fall 2026 · C02

Topics

  • Set theory & probability; Axioms of probability; Independence
  • Bayes' theorem; Counting methods and independent trials - binomial distribution; Probability mass functions: Poisson, Geometric, Pascal
  • Cumulative Distribution Function (CDF); Averages; Functions of a random variable
  • Variance; Probability density functions (PDF); Expected values / functions of a random variable
  • Families (exponential); Delta functions; Generating samples with given distribution / converse (CDF)
  • Mixed RVs; Marginals; Independence - geometry
  • Functions of two random variables; Expected values; Correlation
  • Expectation of sum; PDF of sum; Correlation and random vectors
  • Sum of random variables; Moment generating function; Random sums
  • Poisson process; Gaussian processes
  • Expected value, correlation and stationarity
  • Filtering and spectral properties; Wiener-Khintchine theorem
  • Review
  • Set theory & probability Axioms of probability Independence

Readings

  • Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers ISBN: 1118324560, 9781118324561 Authors: Roy D.Yates & David.J. Goodman Publisher: John Wiley & Sons Publication Date: 2014 Edition: 3rd 2nd edition is also acceptable
    See source
  • 2nd edition is also acceptable
    See source
  • Ch. 1
    See source
  • Ch. 1-2
    See source
  • Ch. 2-3
    See source
  • Ch. 3
    See source
  • Ch. 3 / notes
    See source
  • Ch. 4-5
    See source
  • Ch. 6
    See source
  • Ch. 10
    See source
  • Ch. 10-11
    See source
  • Ch. 11
    See source
Fall 2026

Topics

  • Probability theory
  • Random variables
  • Expectations
  • Random processes
  • Autocorrelation
  • Power spectral densities

Readings

  • Roy D. Yates and David J. Goodman, Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, 3rd edition, Wiley, 2014; ISBN 9781118324561. The 2nd edition is also acceptable.
    Roy D. Yates and David J. Goodman · 3rd; 2nd also accepted · required
    ISBN 9781118324561
Fall 2025 · Adv. Prob. & Random Processes · C02

Readings

  • Etext Probability And Stochastic Processes: A Friendly Introduction For Electrical And Computer Engineers - 5 Month Access Ed: 3
    Yates · 3 · Required
    ISBN 9781118804384; 9781118324561
Sources