Note: I've taken the demo and homework solutions offline to discourage people from downloading these to answer problem sets. The handouts, demo and homework questions are still available. If you want access to particular solutions feel free to email me along with the reason why you want them.

**Instructor**:

Venkat Anantharam, 271 Cory, 643-8435

Office hours TBA

**Class time**:

Tuesday, Thursday 3.30-5pm 289 Cory

**GSI**:

Office Hours Wednesday 10-11am, 1-2pm 469M Cory. For the Wed 10-11 office hour, check first to see if I'm in 293 Cory before you go to 469M Cory.

**Discussion Session Times**:

Wednesday 9-10am, 2-3pm 293 Cory (you only need attend one of these).

**Reader**:

**Text**:

"Essentials of Stochastic Processes", Rick Durrett, Springer 1999, ISBN 0-387-98836-X. You can find a list of errata here (pdf file).

**Email List**:

Please send me your name and email address to be added onto the mailing list for the class. This list will be used to make announcements and to disseminate other information.

**Handouts**:

- Syllabus
- Books on Reserve
- Handout 1 - Jordan Canonical Form and the Perron-Frobenius Theorem
- Handout 2 - Conditional Expectation
- Handout 3 - Convergence Concepts
- Handout 4 - Jointly Gaussian Random Variables
- Handout 5 - Moment Inequalities
- Handout 6 - Wide Sense Stationary Processes
- Handout 7 - Cyclostationary Processes
- Handout 7 figure 1 - Manchester Code
- Handout 7 figure 2 - Manchester Code Correlation
- Handout 7 figure 3 - Modulated Waveform
- Handout 8 - Hypothesis Testing and the Matched Filter
- Handout 8 figure 1 - Setup
- Handout 8 figure 2 - Gaussian CDF
- Handout 8 figure 3 - Pole Zero Plot
- Handout 8 figure 4 - Signal Shape
- Handout 9 - Wiener Filter
- Handout 10 - Estimation
- Midterm 1 - Partial Solutions

**Discussion Session Problems**:

- Demo 1
- Demo 1 Solutions
- Demo 2
- Demo 2 Solutions
- Demo 3
- Demo 3 Solutions
- Demo 4
- Demo 4 Solutions
- Demo 5
- Demo 5 Solutions
- Demo 6
- Demo 6 Solutions
- Demo 7
- Demo 7 Solutions
- Demo 8
- Demo 8 Solutions
- Demo 9
- Demo 9 Solutions
- Demo 10
- Demo 10 Solutions
- Demo 11
- Demo 11 Solutions
- Demo 12
- Demo 12 Solutions
- Demo 13
- Demo 13 Solutions
- Demo 14
- Demo 14 Solutions
- Demo 15
- Demo 15 Solutions

**Homework Problems**:

- Homework 1
- Homework 1 Solutions
- Homework 2
- Homework 2 Solutions
- Homework 3
- Homework 3 Solutions
- Homework 4
- Homework 4 Solutions
- Homework 5
- Homework 5 Solutions
- Homework 6
- Homework 6 Solutions
- Homework 7
- Homework 7 Solutions
- Homework 8
- Homework 8 Solutions
- Homework 9
- Homework 9 Solutions
- Homework 10
- Homework 10 Solutions
- Homework 11
- Homework 11 Solutions
- Homework 12
- Homework 12 Figure
- Homework 12 Solutions

Created on August 29, 2000. Last updated on December 10, 2000.