SIR SYED UNIVERSITY OF ENGINEERING AND TECHNOLOGY

P O S T G R A D U A T E P R O G R A M M E ( P G P )

ELECTRONIC ENGINEERING DEPARTMENT

Course Information Sheet

Semester Fall 2020 Instructor Dr. Razia Zia

ME/MS/PhD Course Code – Course Name EE 7110- Stochastic Processes

Cell No. 03212418167 E-mail: raziaz@ssuet.edu.pk

Course Description:

This course is designed to provide students the knowledge of:

Probability and random variables, characteristic functions, transformation of random variables,

sequences of random variables, linear mean squared estimation, stationary estimation, stationary random
process, correlation functions power spectrum output of linear systems with stochastic input, Gaussian
process. Markov chains, state classification, Kolmogorov equations, applications to Probabilistic finite
state machines, Birth death process, applications to queuing theory, buffer problems and the design of
communication nets.
Course Objectives:

• The primary goal of this course is to convey the main concepts and techniques of probability theory
and stochastic processes to graduate level engineering students.

Learning Outcomes:

On successful completion of the course students will be able to:

• Acquired the fundamental concepts of probability theory (random experiments, outcomes, events,
independence, correlation, conditional probability, distribution and density, expectations ...)

• Learn some important random variables, functions of random variable, multiple random variables,
transformations on random variables,

• Acquired fundamental concepts of stochastic processes: distributions, autocorrelation, auto

covariance, stationarity, power spectra, and ergodicity.

• Learn some of the most important stochastic processes used in practice to model random
phenomena: Gaussian process. Markov chains, state classification, Kolmogorov equations.

• Gain knowledge about the applications of Probabilistic finite state machines, Birth death process,
applications of queuing theory, buffer problems and the design of communication nets.

Page 1 of 3
 SIR SYED UNIVERSITY OF ENGINEERING AND TECHNOLOGY
P O S T G R A D U A T E P R O G R A M M E ( P G P )

ELECTRONIC ENGINEERING DEPARTMENT

Course Information Sheet

Semester Fall 2020 Instructor Dr. Razia Zia

ME/MS/PhD Course Code – Course Name EE 7110- Stochastic Processes

Cell No. 03212418167 E-mail: raziaz@ssuet.edu.pk

Week Lecture Topic Hours

1 03 Introduction to probability and random variables, random 03

experiments, axioms of probability,

2 03 Conditional probabilities, Bayes rule, Independence of event, 03

3 03 Transform methods (characteristic function), 03

03 Random variables (RV), CDF and PDF, discrete RV (Bernoulli,

4 03
geometric, binomial, Poisson)

Assignment #01

03 Discrete RV (Bernoulli, Binomial, Poisson), continuous RV (uniform, 03

5
exponential)

6 03 Continuous RV (Gaussian (normal), function of RV 03

Quiz #01

7 03 Linear mean squared estimation, stationary estimation 03

8 03 MID Term 03

9 03 Stationary RV, correlation functions 03

10 03 Correlation functions, power spectrum, 03

03 Output of linear systems with stochastic input, Gaussian 03

11
process.

Assignment #02

12 03 Markov chains, state classification, Kolmogorov equations 03

Page 2 of 3
 SIR SYED UNIVERSITY OF ENGINEERING AND TECHNOLOGY
P O S T G R A D U A T E P R O G R A M M E ( P G P )

ELECTRONIC ENGINEERING DEPARTMENT

Course Information Sheet

Semester Fall 2020 Instructor Dr. Razia Zia

ME/MS/PhD Course Code – Course Name EE 7110- Stochastic Processes

Cell No. 03212418167 E-mail: raziaz@ssuet.edu.pk

03 Applications of Probabilistic finite state machines, Birth death 03

13
process,

14 03 Birth death process, applications of queuing theory, 03

Assignment #03

15 03 buffer problems and the design of communication nets. 03

16 03 Revision, Quiz #02 03

Marks Distribution:
Assignments/Quizzes 25
Midterm Examination 25
Final Examination 50
Total 100

Text Books:

• A. L. Garcia; Random Processes for Electrical Engineering, Pearson, 3rd Volume, 2008.

Reference Books:

• Papoulis and S. U. Pillai, Probability, Random Variables and Stochastic Methods, McGraw-Hill, 4th
Volume, 2002
• Sheldon M. Ross, Introduction to probability and statistics for engineers and scientists, Elsevier, 3rd
Volume, 2004

Page 3 of 3