Instructor: Dimitrios Katselis, Email: katselis@illinois.edu
TAs: Yicheng Sun, Yijin Wang Emails: {yicheng9, yijinw3}@illinois.edu
Schedule: MW 11am-12:20pm, ECEB 1015
Office Hours : Yicheng: Fri, 2-3pm, zoom Yijin: Tue, 10-11am , zoom Dimitris: W 3-4pm, zoom
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 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 | |
| Final | TBD | TBD |