Instructor: Dimitrios Katselis, Email: katselis@illinois.edu
TAs: Yixuan Wang, Yicheng Sun, Emails: {yixuan22,yicheng9}@illinois.edu
Schedule: TR 9:30-10:50am, ECEB 3017
Office Hours : Yixuan: Wed 9-10am, ECEB 3034 Yicheng: Fri 2:30-3:30pm, ECEB 4034 Dimitris: Thu 11am-12pm, ECEB 3032
Syllabus: Text, notes and grading are as in the syllabus of Spring 2020 below. Links to text and notes are also provided there
Submissions via gradescope
Lectures are heavily based on the notes by Prof. Srikant and the text by Prof. Hajek (Spring 2020 syllabus).
For in-class notes, please contact Yixuan.
Disclaimer: The in-class notes correspond to files shared by your classmates. Therefore, no correction of typos or of technical
parts will be performed. It is highly suggested that you attend lectures, take your own notes and use the posted in-class notes as
complementary material.
Week 1 | Probability Space | Reading: Lecture 1 by Prof. Srikant, Section 1.1 by Prof. Hajek |
Week 2 | Conditional Probability and Independence, Random Variables, Measurability and Lebesgue Integration | Reading: Lectures 2,3 by Prof. Srikant, Sections 1.2, 1.3, 1.5 by Prof. Hajek |
Week 3 | Basic Inequalities (Markov, Reverse Markov and Chebyshev), Fundamental Functions (Characteristic, Moment Generating and Probability Generating), Important Distributions (Part 1) | Reading: Lectures 3,4 by Prof. Srikant, Sections 1.5, 1.6 by Prof. Hajek |
Week 4 | Important Distributions (Part 2), Jointly Distributed Random Variables, Functions of Random Variables, Jensen's Inequality (Part 1) | Reading: Lectures 4-7 by Prof. Srikant, Sections 1.6, 1.8-1.11, 2.4 by Prof. Hajek |
Midterm 1 | Oct 11, in class | ||
Midterm 2 | Nov 15, in class |