ECE 534: Random Processes (Spring 2023)

Course Information


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Past Webpages

Spring 2020


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 Yicheng.

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 Lecture 1 by Prof. Srikant, Section 1.1 by Prof. Hajek
Week 2 Probability Space, Conditional Probability and Independence, Measurability Lecture 2 by Prof. Srikant, Sections 1.1, 1.2 by Prof. Hajek
Week 3 Basic Inequalities (Markov, Reverse Markov and Chebyshev), Fundamental Functions, Important Distributions Lectures 3,4 by Prof. Srikant, Sections 1.5, 1.6 by Prof. Hajek
Week 4 Important Distributions, Jointly Distributed Random Variables, Functions of Random Variables, Jensen's Inequality Lectures 4-7 by Prof. Srikant, Sections 1.6, 1.8-1.11, 2.4 by Prof. Hajek
Week 5 Jensen's Inequality, Gaussian Tail and Chernoff Bounds, CLT, Hoeffding Bound Lectures 7-9 by Prof. Srikant, Sections 2.3-2.5 by Prof. Hajek


Midterm 1 March 8 in class
Midterm 2 April 12 in class