EE 5531: Probability and Stochastic Processes

Fall 2018
University of Minnesota, Electrical and Computer Engineering

Course Description
This course will provide an in-depth coverage of topics in modern probability theory and random
processes, motivated by electrical engineering applications. Topics that will be covered include
random vectors (with emphasis on the multivariate Gaussian), minimum mean square error
estimation, second order theory of random processes, the Poisson and Wiener processes, Markov
chains, and convergence of random variables (in mean, in probability, in distribution, and almost
surely).

Lecture: MW 8:15-9:30am, 3-125 Keller Hall (UNITE)

Instructor
Assistant Professor Fikri Goksu
E-mail: goks0002@umn.edu
Office: Keller Hall 5-183
Phone: (612) 626-0375
Office Hours: Monday & Wednesday, 10-11 am

Teaching Assistant
Burhanedddin Yaman
E-mail: yaman013@umn.edu
Office: Keller Hall 2-276
Office Hours: Tuesday, 9:30-10:30am

Textbook
J. A. Gubner, Probability and Random Processes for Electrical and Computer Engineers,
Cambridge University Press, 2006.

Prerequisite
EE 3025, or a comparable first course in probability.

Course Website
Check Moodle for up to date information.

Grading & Dates

Computer Assignments 20% (2-3)
Midterm 25% October 31, 2018, Wednesday
Final Exam 35% December 18, 2018, Tuesday (4 - 6 pm)
Homework 20%

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Homework
Problem sets will usuallybe assigned on Wednesdays and collected one or two weeks later in class.
Solutions will be posted a few days after the homework is due. Re-grading requests will be
considered only within one week from the day graded homeworks are returned to you. Check
Moodle for the latest information on assignment problems, due dates and supporting material.
Computer assignments will require the use of MATLAB. You are encouraged to discuss
your solution strategies with other students taking the class. However,
copying homework solutions provided by others is considered cheating and
will not be tolerated. Hence, solutions submitted for grading should be
formulated by each student independently!

Late homework will be accepted, but will be awarded at most 50% of the originally available points
for that assignment, unless there is a reasonable excuse for late submission.

Exams
There will be a midterm exam and a Final Exam. Specific parameters for the exam (e.g., whether
note sheets, books, etc. are allowed) will be discussed in class or distributed through the course
Moodle site prior to the exam.

Classroom Conduct
You are strongly encouraged to ask questions. You should be in class to participate and learn, and
activities that do not promote learning should be kept to a minimum. Please respect the rights of
the other students in class to hear the lecture and to participate in classroom discussions. Please be
courteous by not using your cell phones during class.

Other Important Information

Student Academic Integrity and Scholastic Dishonesty:
Academic integrity is essential to a positive teaching and learning environment. All students
enrolled in University courses are expected to complete coursework responsibilities with fairness and
honesty. Failure to do so by seeking unfair advantage over others or misrepresenting someone else’s
work as your own, can result in disciplinary action. The University Student Conduct Code defines
scholastic dishonesty as follows:
Scholastic Dishonesty: Scholastic dishonesty means plagiarizing; cheating on assignments or
examinations; engaging in unauthorized collaboration on academic work; taking, acquiring, or using
test materials without faculty permission; submitting false or incomplete records of academic
achievement; acting alone or in cooperation with another to falsify records or to obtain dishonestly
grades, honors, awards, or professional endorsement; altering, forging, or misusing a University
academic record; or fabricating or falsifying data, research procedures, or data analysis.
Within this course, scholastic dishonesty includes, but is not limited to, looking at and/or copying
from another’s exam, using unauthorized note sheets during exams, any unauthorized
communication during exams (including verbal and/or electronic communications), etc. A
student responsible for scholastic dishonesty can be assigned a penalty up to and including an
“F” or “N” for the course. For additional information, refer to the student conduct code available
here:
http://regents.umn.edu/sites/default/files/policies/Student_Conduct_Code.pdf
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Mental Health:
As a student you may experience a range of issues that can cause barriers to learning, such as
strained relationships, increased anxiety, alcohol/drug problems, feeling down, difficulty concen-
trating and/or lack of motivation. These mental health concerns or stressful events may lead to
diminished academic performance or reduce a student’s ability to participate in daily activ-
ities. University of Minnesota services are available to assist you with addressing these and
other concerns you may be experiencing. You can learn more about the broad range of
confidential mental health services available on campus via the Student Mental Health Website
at http://www.mentalhealth.umn.edu.

Incompletes:
A grade of “I” for Incomplete is given at the discretion of the course instructor when,
due to extraordinary circumstances, the student who has successfully completed a substantial
portion of the courses work with a passing grade was prevented from completing the work of the
course on time. Students must fill out an Incomplete Grade Agreement form found in Keller 3-
166. The maximum time to remove and replace an incomplete grade is one year.