ECE 514 Applications of Random Processes

General Information

• Organizational Information
• General Course Information
• Course Policies

Supplemental Lecture Notes

Homework Assignments

• Homework 1: The Monty Hall Problem
• Homework 2
• Homework 3
• Homework 4
• Homework 5
• Homework 6
• Homework 7
• Homework 8

Homework Solutions

Exam Solutions

Other web pages and links

• Announcements (sorted by date).
• Notes on convergence modes
• Handout on examples of convergence modes
• Supplement to handout on examples of convergence modes
• Errata for Gubner's text.
• MATLAB code fragments from Gubner's text
• Interesting article: J. B. Brown, Mathematicians in Industry: Experiences of One High-Tech Migrant Worker . Gives a practical example of a continuous singular distribution.
• Java applet simulating balls dropping: used to illustrate the normal distribution, central limit theorem, etc.
• Java Demos for Probability and Statistics (by Prof. Stanton, Cal. State Univ., San Bernardino)
• Java applet simulating dice rolling: used to illustrate the central limit theorem.
• Introduction to Probability, by Charles M. Grinstead and J. Laurie Snell. Suitable as a first course in probability. Useful for review of elementary concepts.
• How many Borel sets are there?

Some interesting articles on conditional expectation: Bahadur and Bickel 1968, Proschan and Presnell 1998, Schwitzgebel and Dever 2008.

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Please be aware that this web page and its related links may be updated from time to time. Please report any problems to Professor Chong via email:

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Professor Edwin Chong,

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This document was last modified October 27, 2011.