ECE 6960: Advanced Random Processes and Applications

This is the main web page for ECE 6960, Section 2, Advanced Random Processes and Applications.

Information linked from this page:

  • Syllabus
  • Textbook: Alberto Leon-Garcia, "Probability, Statistics, and Random Processes for Electrical Engineering", 3rd edition, 2008, Pearson Prentice Hall. I've reviewed quite a number of random processes books for this course, and this is by far the best. It is both readable and organized, but also contains the detail which is required for a 6000-level course. However, the price is particularly steep. Please check online, e.g., Amazon,,, There are significant differences with the 2nd edition, especially with later chapters, which we will emphasize in this course.
  • WebCT / Blackboard: Where projects are submitted, and grades are posted.
  • Course schedule: including homework assignments, lecture notes, required reading. Since we will inevitably get behind (or ahead) this schedule will be updated as needed (except for exam dates, which are fixed).
  • Wikipedia's list of series formulas which are useful for solving the homework problems.

If you are considering taking ECE 6960 and are coming from a different university, you should consider if you have the knowledge of the prerequisite course, ECE 5510, Random Processes. My advice: look at the textbook, the homework assignments, and my lecture notes, and decide if you are proficient in the material covered.