ECE 730 Modern Probability Theory and Stochastic Processes, Lec. 1, Fall 2004

Instructor:     John A. Gubner, Associate Professor, ECE Department.
                Office: 3615 Engr. Hall.
                Phone: 263-1471.
                E-mail: gubner@engr.wisc.edu
                Homepage: http://homepages.cae.wisc.edu/~gubner/

Credits:        3

Prerequisites:  ECE 331 or equiv.

Class Meets:    MWF 9:55-10:45 in 3534 Engr. Hall.

Goals & Topics: This is a second course in probability and random processes.
                After a quick review of some key topics from ECE 331, we
		begin with a study of random vectors, with emphasis on the
		multivariate Gaussian.  We then introduce the Poisson
                process and the Wiener process (a.k.a. Brownian motion),
                including the Wiener integral.  Convergence of random variables
		(in mean of order p, in probability, in distribution,
		and almost surely) is covered.  Markov chains in discrete
		and continuous time are introduced.

Course Notes:   Required, available at Bob's Copy Shop.

Computer Usage: Some homework assignments may require MATLAB.

Papers:         None.

Projects:       None.

Grading Policy: Homework   10%,  No late homework accepted.
                Exam 1     40%
                Exam 2     50%