Notes for ECE534: An Exploration of Random Processes for Engineers

Notes for ECE534: An Exploration of Random Processes for Engineers


July 2006

This site provides the July 2006 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.)

I am very grateful to the patient and diligent students in the 2003 - 2006 classes and Prof. Christoforos Hadjicostis and Prof. Andrew Singer and Prof. R. Srikant for their suggestions. I welcome suggestions 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 uiuc dot edu