Courses

Syllabus:

Stochastic Processes – 40-695
  • Credit: 3 Units
  • Semester: Fall 2014
  • Group: 1
  • Lecture Class: Saturday-Monday 13:30-15:00
  • Room: 103
  • You can see full syllabus Here.

Text Book(s)
A. Papoulis and S. Pillai, Probability, Random Variables and Stochastic Processes, 4th Edition, McGraw Hill, 2002.

Instructor

Teacher Assistants
Elham JebalBarezi Sarbijan Email: jeballbarezi@ce.sharif.edu
Mahsa Ghorbani
Email: mghorbani@ce.sharif.edu
Sarah Rastegar Email: srastegar@ce.sharif.edu
Seyyede Fateme Seyyedsalehi Email: seyyedsalehi@ce.sharif.edu
Zahra Rahaie Email: z_rahaie@ce.sharif.edu
Ali Khodadadi Email: khodadadi@ce.sharif.edu
Ali Zarezade Email: zarezade@ce.sharif.edu

Evaluation [Grading Policy ]
There will be Homework, Quiz, Mid-Term and Final Exams. The grade will be determined by:
Homework: 20%
Quiz: 10%
Mid-Term Exam I: 20%
Mid-Term Exam II: 20%
Final Exam: 30%
Lecture Note: 5% (Extra)

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Lectures:

Name Size Description
Lec-1(Review of Probability).pdf 68,781 Review of Probability Theory
Lec-2 (Elements of Stochastic Processes).pdf 1263421 Elements of Stochastic Processes
Lec-3 (Random Walks).pdf 862672 Random Walks
Lec-4 (Estimation Theory Basic Concepts).pdf 436623 Estimation Theory Basic Concepts
Lec-5 (Estimation Theory).pdf 481808 Estimation Theory
Lec-6 (Estimation Theory – UMVUE).pdf 420059 Estimation Theory – UMVUE

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Assignments:

Homeworks Deadline
SP-Fall2014-HW1.pdf 93/7/12
SP-Fall2014-HW2.pdf 93/7/26
SP-Fall2014-HW3.pdf 93/8/09
SP-Fall2014-HW4.pdf 93/9/01
SP-Fall2014-HW5.pdf 93/9/15

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