Course description:

This course is an introduction to probability and random processes.  Topics include:

• probability, 
• random variables, 
• statistics, 
• random processes, 
• counting, 
• independence, 
• conditioning, 
• expectation, 
• density functions, 
• distributions, 
• law of large numbers, 
• central limit theorem, 
• confidence intervals, 
• hypothesis testing, 
• statistical estimation, 
• stationary processes, 
• Markov chains, 
• ergodicity.

Pre-requisite:

Electrical Engineering 313  with a grade of at least C.     

Expectations

I expect that you will spend five to seven hours on average per week  outside of class on this course to read the textbook, review the class material, and work on homeworks.

I expect you to have read over the material in the textbook  ahead of class so that class time is used efficiently to explain concepts.

Please come to office hours with prepared questions.

I may have to cancel one or two classes during the semester in order to attend conferences.  We will schedule make-up classes for these cancelled classes since the semester will be extremely full of material to cover.

I do not take attendance and you are free to attend or not attend class as you choose.  However, if you come to class, please be prompt.  Please be seated in class by the time the start-of-class bell rings.  If a homework is due, please put it on the desk in the classroom prior to the star-of-class bell.

Textbook

• .Dimitri Bertsekas and John Tsitsiklis, Introduction to Probability, Athena Scientific, 2002.

Additional course resources:

Materials, including handouts and homework assignments, will be posted on the Blackboard system.  You can access it by logging in to Blackboard at http://courses.utexas.edu.  You need a UT-EID and password and must be registered for the course to access the system.

• Probability and Stochastic Processes, Roy D. Yates and David J. Goodman, John Wiley and Sons, 1999. 
• Introduction to Probability, and Statistics for Engineers and Scientists, Sheldon Ross, John Wiley, 1987. 
• Probability and Random Processes for Electrical Engineering, Alberto Leon-Garcia, Addison-Wesley, 1994.

Homework policy:

Homeworks will be assigned approximately once per week, except during the weeks of the mid-terms.  Each student must turn in their own work, but I encourage students to discuss difficult problems with me during office hours or with other students.  You are expected to make an honest, independent attempt to solve and turn in your answers to each homework question.  

Homeworks will be due in by the time the bell rings at the beginning of class on the due days assigned.  Homeworks turned in after the due time and date are considered late.

All homeworks must be turned in by the last day of the semester to pass the course.   Late homeworks will be awarded a grade of zero unless permission for late submission is sought and given in advance of the due date.

Quiz and exam policy:

There will be two mid-terms and a final in this class.  Date and locations for mid-terms and final:

• Mid-term 1: Thursday, February 16, in class,
• Mid-term 2: Thursday, April 6, in class,
• Final: Monday, May 15, 9:00am to noon, location to be determined.

No make-up exams will be given.  Excused absence from a mid-term exam must be obtained in advance.  In this case, the student's final exam grade will be substituted for the missed exam.  In the case of an excused absence from the final exam, the course grade will be based on the homework and mid-term exams.  Unexcused absences from a mid-term or final will result in a grade of zero for that exam.  Excused absences from exams will be made only in extreme circumstance (serious illness, death in the immediate family, etc).  Requests for excused absences should be made in advance in writing and must be supported by appropriate documentation.

Grading policy:

A final score will be calculated based on:

• Homeworks: 20%
• Mid-term 1: 20%
• Mid-term 2: 20%
• Final: 40%

Homework 0:

Complete by the beginning of class on Tuesday, January 24:

1. Purchase the textbook and read Chapter 1.
2. Turn in solutions to problems 1 and 6 of Chapter 1.

Academic dishonesty and policies on cheating:

Faculty in the ECE Department are committed to detecting and punishing all instances of academic dishonesty and will pursue cases of academic dishonesty in accordance with university policy.  Academic dishonesty, in all its forms, is a blight on our entire academic community.  All parties in our community – professors, staff, and students – are responsible for creating an environment that educates outstanding engineers, and this goal entails excellence in technical skills as well as ethical integrity.  Industry wants engineers who are competent and fully trustworthy, and both qualities must be developed day-by-day throughout an entire lifetime.  

Details about what constitutes academic dishonesty can be found at the following URL: UT Dean of Students Office (http://www.utexas.edu/depts/dos/sjs/academicintegrity.html).

All cheating will be reported directly to the college/university. Unless explicitly indicated in an assignment, you must do your homeworks, projects, and exams individually.  You are welcome and encouraged to discuss material with your colleagues, when and where it is appropriate,  but copying, stealing papers, etc. are considered dishonest and will be prosecuted.

Allegations of Scholastic Dishonesty will be dealt with according to the procedures outlined in Appendix C, Chapter 11, of the General Information Bulletin, http://www.utexas.edu/student/registrar/catalogs/.

The University of Texas at Austin provides, upon request, appropriate academic adjustments for qualified students with disabilities. For more information, contact the Office of the Dean of Students at 471-6259, 471-4241 TDD, or the College of Engineering Director of Students with Disabilities, 471-4321.