EE 720 Random Variables and Stochastic Processes Instructor: Dr. Ghazi Al Sukkar Dept. of Electrical Engineering The University of Jordan 1

2 Course Details  Objective Giving an engineering perspective on probabilistic modeling with an emphasis on applications of random variables to communication systems.  Text Book Probability, Random Variables, and Stochastic Processes, McGraw Hall, 4 th Edition Papoulis and Pillai  Grading Assignments- 10% First Exam- 20% Second Exam- 30% Final Exam- 40%  Note: send me an (in the subject EE720).

3 Useful References  Probability, Random Variables and Random Signal Processing by Peyton Z. Peebles, Jr., 4th edition, McGraw-Hill,  Introduction to Probability by D. Bertsekas and J. N. Tsitsiklis, Athena Scientific,  Schaum's Outline of Probability, Random Variables, and Random Processes by Hwei Hsu, McGraw-Hill,  Intuitive Probability and Random Processes using MATLAB by Steven Kay, 2nd edition, Springer,  Probability and Random Processes for Electrical and Computer Engineers by John A. Gubner, Cambridge University Press,  Probability and Random Processes by Grimmett and Stirzaker, 3rd edition, Oxford University Press,  An Introduction to Probability and its Applications - Vols. I (and II) by Feller, 2nd edition, Wiley, 1971.

Course Website 4

5 Course Outline Topic 1 Probability theory Topic 2 Random variables Topic 3 Multiple random variables Topic 4 Stochastic Processes Topic 5 Spectral analysis and Estimation Topic 6Linear Systems with random inputs

6 Where is Probability and RVs.

7 Probability and RVs. are Everywhere  Communication Information, Channel, equalization,…  Industry Thermal noise, production,…  Computer: Flow of packets, buffers