Rutgers University

Department of Electrical and Computer Engineering
Stochastic Signals and Systems (332:541)
World Wide Web Homepage

M&W 5:00-6:20,  SEC-210


Christopher Rose can be reached at
ROOM: EE-122 and WINLAB on Route 1 near the Cook campus.  All course business will be transacted over the web and email. If for some reason the course newsgroup, or email is insufficient to answer a question, we can set up an appointment to meet. Please reserve this method for only the most intractable conceptual problems.   There is a class mailing list at  Here is an archive of messages sent.  You'll need a Rutgers net ID to log in though.  Posting to the list is open to registered students only.

OFFICE HOURS: one hour before class in EE-122 (my office on the Busch campus).


Probability and Stochastic Processes,  Yates & Goodman (John Wiley and Sons ISBN: 0-471-17837-3)


This course covers basic probability and stochastic processes with a strong tilt toward communications issues. An undergraduate probability background is assumed. This course usually generates complaints that too much is covered too fast (both probability theory and stochastic processes). The instructor will do his best to keep watch for imminently exploding crania when facing the class. Small groans can used to alert the instructor when he is facing the board.


Pop quizzes are open book/notes.   For major test N (N=1,2,3) you are allowed N sides of a handwritten 8.5x11 inch sheet of paper.  This is primarily  a material organizer and a security blanket.  You are also allowed to bring a calculator, though  it will not usually be necessary.  When examinations are handed back you have 1 week to dispute  your grade IN WRITING (no exceptions).  I will regrade the entire exam and issue a final grade.
NOTE: there are no awards for "most improved" or other such things.  The whole class  could get A's or F's depending upon how well I feel you've mastered the material. 

MORAL: Do well on the exams.


Homework and solutions are all posted (below).   I EXHORT you to do the homework since if  you do not, you'll be very sorry.  I have a reputation for challenging exams which build upon the course material, even to the point of forcing you to derive new results.  The exams  are  never "plug and chug".  If you do not know the material thoroughly, then  woe to you.  And the only way to know it thoroughly is through the homework and in class examples. 

Below are problem sets with solutions.  The problem lists appear at the top.  I suggest that you write the list down on a sheet of paper and then ignore the rest of the document until you're done working the problems.  Don't look at the solutions while you're working -- if you're like me, you'll only be kidding yourself about mastery of the material.  Put another way, it's very easy to think you're swimming when someone has a hand under your belly.

Lecture Outline:


Textbook Page
Papoulis' Bible

Miscellaneous Lecture Topics:

  •  The Joys of Karhunen-Loeve (ps)
  •  The Joys of K-L (html)
  •   Convexity (PDF)
  •   Pascal Derivation (PDF)

  • Old Quizzes and Extra HW (with solutions)

    Old Quizlettes (with solutions)