###EE 734 – ADVANCED PROBABIILTY AND RANDOM PROCESSES FOR ENGINEERS

** Semester: **

Spring 2016

**Professor who took the course**
Prof. Vivek Borkar

**Motivation :**

This course provides an in-depth exposure to Probability Theory and its applications. If you’re expecting a course with complex combinatorics or probability riddles, you might be disappointed. However, if you were intrigued by the theoretical framework of Probability introduced in EE 325 or are, in general, enthu about doing Math courses, this course would be worth doing. **Course Content **

Probability spaces, Random variables, Expectation, Independence, Uniform Integrability, Stochastic convergence, Limit theorems, Conditioning, Markov chains, Martingales
**Pre-requisite**

EE 325 – Probability and Random Processes (or equivalent course in another dept.)**Feedback on lectures:**

**Lectures **

The lectures run at a fast pace and the level of mathematical rigor with which concepts are dealt can be pretty intimidating at first. As attendance is not recorded, it might be tempting to miss lectures but I would highly recommend not to! Even though there may be times when you aren’t able to exactly follow what is going on in class, attending those classes would help you have at least a basic idea of the topics being covered and a bit of self-study (or clearing doubts with the professor) after class would sort things out.

** Exams **
There are 3 exams conducted across the duration of the semester with roughly equal weightage. If you are fairly comfortable with the material covered in class, you would be able to do well. However, if you happen to look at the content just a night before the exam, my sympathies!**Difficulty level:**

**Grading –**
Grading is pretty lenient

AA 8

AB 8

AP 2

BB 22

BC 6

CC 1

CD 3

Total 52 To summarize, if you put in some effort, there is a lot to gain from this course, both in terms of concepts as well as a good grade.

**Reviewed By:** Akhil S Shetty (akh9066@gmail.com)