SYLLABUS

EL 630: Probability

• Class time: W 6:00 pm - 8:15 pm
• Place:
• Office Hours:

• Instructor: Prof. Andrej Stefanov

          Contact Info:
                           Office: LC 258
                           Phone: (718) 260-3789
                           Fax: (718) 260-3906
                           E-mail: stefanov@poly.edu
 

• Required Textbook: "Probability, Random Variables and Stochastic Processes," A. Papoulis and S. U. Pillai, McGraw Hill, 2002
• Supplemental Reading: "Probability and Stochastic Processes : A Friendly Introduction for Electrical and Computer Engineers," R. D. Yates and D. J. Goodman, 2nd edition, John Wiley and Sons Inc., 2005

• Prerequisites:  Graduate Status, MA 3012

The course provides an introduction to probability theory, random variables and random processes.
Tentative list of topics that will be covered:
• Introduction to Probability
• Random Variables
• Functions of Random Variables
• Moments and Joint Distributions
• Stochastic Processes

 
• Grading:
• Two Midterms, 25% each
• Final, 40 %
• Homeworks, 10%

 

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