# Hope you enjoy your summer!

## Instructor: Prof. David L. Neuhoff

4215 EECS, 764-6586, neuhoff@eecs.umich.edu

## Teaching Assistant: Hai-Jo Helen Tarn

htarn@engin.umich.edu, 647-3629

## The Usual Office Hours:

• Monday -- 10:30-11 (or later if needed), Rm 4215, DN.
• Tuesday -- 9:30-12:30, Rm 2420, HT. 2-3, Rm 4215, DN.
• Wednesday -- 10:30-11 (or later if needed), Rm 4215, DN. 1:30-4:30, Rm 2420, HT
• Thursday -- 9:30-12:30, Rm 2420, HT. 2-3, Rm 4215, DN.
• Friday -- 10:30-11 (or later if needed), Rm 4215, DN.
• Or by appointment, call or send email to DN or HT.

## Synopsis:

The goal of this course is to learn how to work with probabilistic models of random experiments, principally those that arise in electrical engineering. The course covers several ways of describing such experiments (probability models, random variables, random vectors and random processes) and several ways of describing their probability distribution (probability distribution, mass and density functions). Much of the course is concerned with how to compute various probabilistic quantities (e.g. event probabilities, expected values, correlations, best estimates, frequency spectra) from other probabilistic quantitities (e.g. density functions).

## Time & Room:

MWF 9:30-10:30, 1311 EECS Bldg.

## Textbook:

Probability and Random Processes for Electrical Engineering, Alberto Leon-Garcia

## Syllabus:

The course will by and large follow the flow of the Leon-Garcia text.
Introduction: Chapter 1
Basics of probability: Chapter 2
Random variables: Chapters 3, 4, 5 (skipping/skimming most starred sections)
Random processes: Chpater 6: 6.1-6.5, Chapter 7: 7.1, 7.2

## Homework:

Roughly every week. Usually assigned on Friday and due the next Friday. Graded papers and solutions will be returned approximately one week after due date. A first draft of the homework solutions will be posted on the web after the homework is due. It will be updated after the homework papers are graded and returned.

## Colloboration policy:

All homework assignments are to be completed on your own. You are allowed to consult with other students during the conceptualization of a solution, but all written work,whether in scrap or final form, is to be generated by you working alone. You are also not allowed to use, or in anyway derive advantage from, the existence of solutions prepared in prior years. Violation of this policy is an honor code violation. If you have any questions about this policy, please do not hesitate to contact me.

## Exams:

Two midterms at dates to be announced. Probably in the evening.
Final Exam on Tues. April 25, 4-6 PM