### EE 325 – PROBABILITY AND RANDOM PROCESSES

**Course offered in:**

2017

**Professor:**

Prof. Animesh Kumar

**Motivation**

This course is the second in line of the three major statistics courses that the department has mandated for the students. This being the first course that talks about random processes, is very crucial for applications in signal processing, communications, etc. As we found out as the course progressed, it has wide ranging applications in fields apart from electrical as well – such as finance, machine learning, game theory, etc.

**Prerequisites:**

EE 223 (Do revise it properly to get a good hold of the course from the beginning itself. Otherwise you might find yourself lagging after the initial 2-3 weeks when the actual content starts.

**Course content and Structure**

The first 2-3 weeks revise the content covered in EE 223 (Data Analysis and Interpretation). Thereafter the course builds on the basic concepts to new ones like random variables and processes, densities, distributions, moments of random variables. It also introduces one to various lemmas such as Markov, Chebyshev, and Chernoff bounds, Central Limit Theorem, etc. The course content is pretty interesting if one lays emphasis on the applications that all the content has on various fields.

**Feedback on Lectures and Assignments:**

The class was planned very well by the professor and all the topics were covered in good detail. The professor follows a very policy in terms of discipline and used to give negative marks to students for the slightest of the disturbances.

**Difficulty**

Moderately hard

**Mode of evaluation and marks distribution:**

The instructor gave assignments once every two weeks which were graded and counted towards the final marks. Copying or even taking inspiration from another was scrutinized very strictly and -5 marks were awarded for the cases where it was observed. There were 2 mid-semester exams and one end-sem – all of which were lengthy as compared to the time given (though in later exams the instructor balanced this somewhat based on the feedback he received from the class).

In addition, as part of a creative activity, we were also required to make a short 2 minute trailer for a movie on the life of Prof Andrey Kolmogorov – in groups of 6 to 8, which was properly evaluated and graded by the instructor.

**Grading:** The grading was fairly lenient with a large number of students getting 7’s and 8’s. The grading statistics for the same are:

**Textbook references**

The textbooks that are suggested for this course were:

- A. Papoulis and S. Unnikrishna Pillai, `Probability, Random Variables and Stochastic Processes’, McGraw Hill, Indian edition
- H. Stark and J. W. Woods, `Probability and Random Processes with applications to Signal Processing’, Pearson, Indian Edition

However, the notes were more or less sufficient for the course.