This website has been superseded by the ECE 514 Canvas
website
ECE 514 Applications of Random Processes
Professor:
Edwin K. P. Chong
Other web pages and links
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
Introduction to Probability, by Dimitri P. Bertsekas and John N. Tsitsiklis .
A useful source to review the undergraduate prerequisites of this class in the
topic of probability.
Introduction
to Probability, by Charles M. Grinstead and J. Laurie Snell.
Suitable as a first course in probability. Useful for review of elementary
concepts.
Review of Signals and Linear Systems
For Today's Graduate, Just One Word: Statistics , New York Times,
August 6, 2009.
Article on The Man Who Invented Modern Probability---Mathematics: Chance
encounters in the life of Andrei Kolmogorov .
Article on statistical literacy: Knowing Your Chances: What Health Stats Really Mean .
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.
How many Borel sets are there?
Some interesting articles on conditional expectation:
Bahadur and Bickel 1968 ,
Proschan and Presnell 1998 ,
Schwitzgebel and Dever 2008 .
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:
Professor Edwin Chong,
This document was last modified
September 09, 2020.