This website has been superseded by the ECE 514
ECE 514 Applications of Random Processes
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.
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
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.