Electrical Engineering 126 — Probability and Random Processes (4 Units)

Course Overview

Summary

This course first reviews basic probability concepts taught in CS70/Math 55 then it introduces new concepts and theorems such as moment, Law of large numbers MMSE, LLSE, n-d Gaussian distribution, etc. At last, there will be an introduction to random process.

Prerequisites

  • EE16B

It would be better to take it after taking CS70/Math 55.

Topics Covered

  • Probability basics definitions and counting
  • Bayes' rule
  • Estimation: MMSE, LLSE
  • Iterated Expectation
  • Gaussian / Joint Gaussian
  • Markov and Chebyshev Inequalities
  • Law of Large Numbers
  • Chernoff Bounds and Central Limit Theorem
  • Bernoulli and Poisson Processes
  • Markov Chains and their Stationary Distributions

Workload

Course Work

Weekly Problem set.

Time Commitment

3 hours lectures, 1 hour of discussion and 6-8 hours of problem sets per week.

Choosing the Course

When to take

After taking Math 53, Math 54, CS70, most probably sophomore and junior

What next?

  • EE226, if you have a strong interest.

Any other 12x is related to this course

Usefulness for Research or Internships

This course alone cannot help you to find research or internship but this course introduces material fundamental to many areas of research, including signal processing, machine learning, control theory, communications, information theory, so you cannot avoid it.

Additional Comments/Tips

Start early, go to office hours and form a study group.