Notes for ECE534: An Exploration of Random Processes for Engineers

Notes for ECE534: An Exploration of Random Processes for Engineers


January 2014

This site provides the January 2014 release of the notes for ECE 534: Random Processes, entitled An Exploration of Random Processes for Engineers by B. Hajek. The notes are in the Adobe portable document format (PDF), and can be can be read from a Web browser by using the Acrobat Reader helper application, which is available for free downloading from Adobe. (Some downloaders have had difficulty with the fonts in the figures. If you have any problem, please let me know.)

Here is a two page file for material that can be printed inside the covers of a bound version of the notes.

I am very grateful to the patient and diligent students and instructors of ECE 534, including Professors Todd Coleman, Christoforos Hadjicostis, Pierre Moulin, Andrew Singer, R. Srikant, and Venugopal Veeravalli, for their suggestions and comments. I welcome suggestions and comments from readers.

Permission is hereby given to freely print and circulate copies of these notes so long as the notes are left intact and not reproduced for commercial purposes.

B. Hajek
b-hajek at illinois dot edu