Department of Electrical and Computer Engineering
University of Massachusetts, Amherst
ECE 603: Probability and Random Processes
Summer 2022


Instructor: Hossein Pishro-Nik
215K Marcus Hall
Email for admin stuff:
pishro@ecs.umass.edu

Email for technical questions (with ECE
603 in title):
umasscourse@gmail.com

Note: please use my umass email only for
administrative stuff (e.g., I was abducted
by aliens last night so I could not submit
my assignment, can I submit it now?).
Technical questions must be sent to the
gmail address (e.g., why is 1+1=2?). Please
do not forget to mention ECE603 in the
title).



Course Website https://umass.moonami.com/
Please check course website regularly for announcements, etc.


Remote Course This is a fully remote course. To facilitate students’ progress, all the needed
materials for the course (except exams of course!) are available on Moodle
from the start. Students are responsible to submit assignments and exams by
the given deadlines (Please see the schedule below).

Zoom Meetings: Please send a message to umasscourse@gmail.com if you like to request a
live meeting.

Catalog Data:
Elementary probability theory including random variables, p.d.f., c.d.f.,
generating functions, law of large numbers, Elementary stochastic process
theory including covariance and power spectral density. Markov processes
and applications. Prerequisite: E&C-Eng 314 or equivalent.




Topics to be covered:

1. Basic concepts such as random experiments, probability axioms, conditional probability,
law of total probability, Bayes' rule, and counting methods;
2. Single and multiple random variables (discrete, continuous, and mixed), as well as moment-
generating functions, characteristics functions, random vectors, and inequalities;
3. Limit theorems and convergence;
4. Introduction to random processes, processing of random signals;
5. Poisson processes, discrete-time Markov chains, continuous-time Markov chains, and
Brownian motion;
6. Basic methods of generating random variables and simulating probabilistic systems

Prerequisites: An undergraduate-level course in probability (such as ECE 214)


Textbook: Introduction to Probability, Statistics, and Random Processes, by Hossein
Pishro-Nik. Available online at www.ProbabilityCourse.com.

The digital version of the book is available for free. If you like to have the
print version of the book, you can purchase it at Amazon (not required).


Extra references (not required):

1. Probability, Statistics, and Random Processes For Electrical
Engineering, 3rd Edition, by Alberto Leon-Garcia, ISBN-13: 978-
0131471221
2. Probability and random processes by John A. Gubner, ISBN: 978-0-
521-86470-1
3. Probability and Stochastic Processes: A Friendly Introduction for
Electrical and Computer Engineers, 3rd Edition, by Roy D. Yates
ISBN-13: 978-1118324561


Grades: HW 20%
Midterm Exam 30%
Midterm Oral Exam 15%
Final 35%


HW: Homework assignments with solutions will be provided on the course
website; you need solve each problem before looking at the solutions. After
solving each problem, you can look at the solutions. If your solution is
correct write “My solution was correct”. If you had made a mistake,
rewrite the correct solution in your own words. You do not lose points if
your first solution was incorrect.
Assignments must be uploaded before due date. Late submissions will not
be accepted. You can either type the HW solutions or can write them on
papers and upload the scanned version. In any case, you need to make sure
your work is clearly and neatly presented.


Exams: The exam problems will resemble the HW assignments and the lecture
examples. Thus, if you do HWs appropriately and follow the lectures, the
exams will be easy for you. There will be a 10-min midterm oral exam,
which is the only required synchronous aspect of the course. The
students should be prepared to explain their solutions to the midterm
exam and related materials.

Schedule:

Slides Assignments Additional resources
Chapter 1 Lecture 1
Chapter 1 Lecture 2
Chapter 1 HW#1 Due Date:7/13 Lecture 3
Chapter 2 HW#2 Due Date:7/15 Lecture 4
Chapter 3 Lecture 5
Chapter 3 HW#3 Due Date:7/19 Lecture 6
Chapter 4 Lecture 7
Chapter 4 HW#4 Due Date:7/22 Lecture 8
Chapter 4 HW#5 Due Date:7/24 Lecture 9
Chapter 5 Lecture 10
Chapter 5 HW#6 Due Date:7/26 Lecture 11
Chapter 5 Lecture 12
Chapter 5 HW#7 Due Date:7/29 Lecture 13
Midterm Exam 8/1
Midterm Oral Exam 8/1-8/5
Chapter 6 Lecture 15
Chapter 6 Lecture 16
Chapter 6 HW#8 Due Date:8/03 Lecture 17
Chapter 7 HW#9 Due Date:8/05 Lecture 18
Chapter 10 Lecture 19
Chapter 10 Lecture 20
Chapter 10 HW#10 Due Date: 8/12 Lecture 21
Chapter 11 Lecture 22
Chapter 11 Lecture 23
Chapter 11 HW#11 Due Date:8/16 Lecture 24
Chapter 11 HW#12 Due Date:8/18 Lecture 25
Final exam 08/19

Health and Wellbeing. Success in this course and the College of Engineering depends heavily on your
personal health and wellbeing. Recognize that stress is an expected part of the college experience, and it
often can be compounded by unexpected setbacks or life changes outside the classroom. I strongly
encourage you to reframe challenges as an unavoidable pathway to success. Reflect on your role in taking
care of yourself throughout the term, before the demands of exams and projects reach their peak. Please feel
free to reach out to me about any difficulty you may be having that may impact your performance in
your courses or campus life as soon as it occurs and before it becomes too overwhelming. I encourage
you to contact support services on campus that stand ready to assist you. Within the College, you may reach
out to your academic advisor, the Office of Student Affairs (126 Marston) or the Office of Community
Equity and Inclusion (128 Marcus). You can learn about the confidential mental health services available on
campus by calling the Center for Counseling and Psychological Health (CCPH) at 413.545.2337 or visiting
their website at umass.edu/counseling. There are many other resources on campus for students facing
personal, financial or life challenges to find support, stay in school, and graduate. See a comprehensive list
at umass.studentlife/single-stop. Help is always available. Please reach out for support finding the resources
you need.

Disability Accommodation and Inclusive Learning Statement. Your success in this class is important to
me. We all learn differently and bring different strengths and needs to the class. The University of
Massachusetts Amherst is committed to making reasonable, effective and appropriate accommodations to
meet the needs of students with disabilities and help create a barrier-free campus. If you have a qualifying
disability and require accommodations while participating in this course, please work with Disability
Services to have an accommodation letter sent to me in a timely manner. If you have a disability but are not
yet affiliated with Disability Services, please register with Disability Services (161 Whitmore
Administration building; phone 413-545-0892). Information on services and materials for registering are
also available on their website www.umass.edu/disability. If you are eligible for exam accommodations,
your exams will be administered by the exam proctoring center. Contact Disability Services immediately,
and comply with their exam scheduling policies, including the requirement that you book your exams at
least seven days in advance of the exam date. It is incumbent upon you contact me during the first few weeks
of the semester, or shortly following registration with Disability Services, to ensure that your
accommodations are being sufficiently met, including extra time and note-taking access, as applicable.
Finally, beyond disability accommodations, if there are aspects of the course that prevent you from learning
or make you feel excluded, please let me know as soon as possible. Together we’ll develop strategies to
meet both your needs and the requirements of the course.

Integrity. There is no place for a dishonest engineer! Please read and be aware of the academic honesty
policy: http://www.umass.edu/dean_students/academic_policy. While this isn’t something that should arise,
it is something we should be aware of and discuss as a class, as integrity is a core value of the engineering
profession.

Inclusivity: The diversity of the participants of this course is a valuable source of ideas, problem solving
strategies, and engineering creativity. If you feel that your contribution is not being valued or respected for
any reason, please speak with me privately. If you wish to communicate with someone else in the College,
speak with Assistant Dean Dr. Paula Rees (rees@umass.edu, 413.545.6324, 128b Marcus Hall). You may
also submit anonymously through the College of Engineering Climate Concerns and Suggestions on-line
form (https://tinyurl.com/UMassEngineerClimate) and/or the Positive and Negative
Classroom Experience online form (https://tinyurl.com/UMassEngineerClassroom). We are all members of
an academic community with a shared responsibility to cultivate a climate where all students/individuals are
valued and where both they and their ideas are treated with respect.

Pronouns and Names. Everyone has the right to be addressed by the name and pronouns that they use for
themselves. Students can indicate their preferred/chosen first name and pronouns on SPIRE, which appear
on class rosters. Please let me know what name and pronouns I should use for you if they are not on the
roster. A student’s chosen name and pronouns are to be respected at all times in the classroom. To learn
more, read the Intro Handout on Pronouns:
https://www.umass.edu/stonewall/sites/default/files/pronouns_intro.pdf

Title IX. Any conduct that has the purpose or effect of unreasonably interfering with an individual’s
performance by creating an intimidating, hostile, or sexually offensive educational, academic, residential, or
working environment is considered sexual harassment. Faculty have the responsibility to inform students of
the resources and reporting options relevant to reporting an incident of sexual assault, sexual harassment,
relationship violence or stalking for all genders. You may go to the Title IX webpage at
http://www.umass.edu/titleix/ and the Sexual & Relationship Violence Resource Guide at
(https://www.umass.edu/titleix/sites/default/files/documents/sexual_violence_resource_guidefall2019.pdf)
to find more information about resources and reporting options. Please reach out to me if
you would like assistance connecting with any of these resources/options. You may also contact William
Brady, the Interim Title IX Coordinator by email at wdbrady@umass.edu or by phone at (413) 545-6204 if
they have any questions or want to make a report, file a complaint, find out about resources and/or academic
support.