SYSC 5503

Stochastic Processes
Calendar description
Basic concepts of randomness, as applied to communications, signal processing, and
queuing systems; probability theory, random variables, stochastic processes; random
signals in linear systems; introduction to decision and estimation; Markov chains and
elements of queuing theory.
https://calendar.carleton.ca/grad/courses/SYSC/

Prerequisites
Precludes additional credit for EACJ 5109 (ELG 5119).

Prior knowledge
Students should:
 have the knowledge of probability theory at the undergraduate level

Course objectives
To learn about Probability Models, Basic Concepts of Probability Theory, Random
Variables and Random Vectors, Sums of Random Variables and Long-Term Averages,
Random Processes, Analysis and Processing of Random Signals, and Markov Chains.

Learning outcomes
By the end of this course, students should be able to:

 have a good understanding of randomness both for scalars and signals

 be able to use different parameters and functions to describe randomness
 be able to analyze the random properties of a signal as it passes through
different systems
Special Information for Pandemic Measures
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Instructor and TA contact

Prof. Amir Banihashemi – this course has no TA
Textbook (or other resources)
Textbook: A. Leon-Garcia, Probability, Statistics, and Random Processes for Electrical
Engineering, 3rd Edition, Prentice Hall, 2008.
Other References:
1. A. Papoulis and S. U. Pillai, Probability, Random Variables, and Stochastic Processes,
4th ed., New York : McGraw-Hill, 2002.
2. H. Stark, J. W. Woods, Probability, Random Processes, and Estimation Theory for
Engineers, 2nd ed., Englewood Cliffs, N.J. : Prentice Hall, 1994.

Evaluation and grading scheme

Final exam: 65%
Midterm exam: 35%

Breakdown of course requirements

Assignments: There will be weekly assignments. The solutions will be posted on the
web in the following week. Although students are not required to submit the solutions, it
is strongly recommended that they first work on the assignments on their own, and if
unsuccessful, discuss it with other students before seeing the solutions.
Midterm exam: The midterm exam has 35% of the total mark. It covers all the material
discussed during the lectures and in the assignments. The midterm exam is during the
lecture time on Thursday, October 31st.

Final Exam: Is for the evaluation purposes only and will not be returned to the student.
You will be able to make arrangements with the instructor or with the department office
to see your marked final examination after the final grades have been made available.
The final exam has 65% of the total mark. It covers all the material discussed during the
lectures and in the assignments.

Tentative week-by-week breakdown

 Weeks 1-4 (Review): Probability Models, Basic Concepts of Probability Theory,
Random Variables and Random Vectors (based on Ch. 1 - 6 of the textbook)
 Week 5: Sums of Random Variables and Long-Term Averages (Ch. 7)
 Weeks 6-9: Random Processes (Ch. 9)
 Weeks 10-12: Analysis and Processing of Random Signals (Ch. 10)
 Week 13: Markov Chains (Ch. 11, the coverage depends on the availability of
time)

General regulations
Attendance: Students are expected to attend all lectures. The University requires
students to have a conflict-free timetable. For more information, visit
https://calendar.carleton.ca/grad/gradregulations/administrationoftheregulations/#19 for
Graduate Regulations

Health and Safety: Every student should have a copy of our Health and Safety Manual.
A PDF copy of this manual is available online: http://sce.carleton.ca/courses/health-and-
safety.pdf

Deferred Term Work: Students who claim illness, injury or other extraordinary
circumstances beyond their control as a reason for missed term work are held
responsible for immediately informing the instructor concerned and for making alternate
arrangements with the instructor and in all cases, this must occur no later than three
(3.0) working days after the term work was due. The alternate arrangement must be
made before the last day of classes in the term as published in the academic schedule.
Instructors may, at their discretion, require students to provide medical documentation
to support requests for accommodation for missed course work including exams and
assignments. As per the Provost’s message of August 27, 2021, for the Fall 2021 term,
students have been instructed to complete the Medical Self-Declaration form available
on the Registrar’s Office website rather than seeking to obtain a doctor’s note or
medical certificate. Instructions for the Winter 2022 term will be communicated by the
Provost’s office.
For more information, visit
https://calendar.carleton.ca/grad/gradregulations/administrationoftheregulations/#19 for
Graduate Regulations

Appeal of Grades: Within one month of the release of grades or the announcement of
examination by committee (comprehensive examination, research essay or thesis)
results, a graduate student may request, through the Faculty of Graduate and
Postdoctoral Affairs, that one or more of their grades or results be reviewed. The results
of examination by committee (including comprehensive, research essay or thesis
examinations) will only be reviewed on procedural grounds. Grades for other courses
will be reviewed through the submission of all or part of the written coursework to two
re-readers. The average grade of the re-readers will replace the original of the reviewed
work. Parts of grades based on non-written work (e.g., participation) will not be
reviewed. The process for the conduct of reviews can be found
at http://gradstudents.carleton.ca/wp-content/uploads/Grade-Appeal-Procedures.pdf
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complete Academic Integrity Policy that was approved by the University's Senate.

Plagiarism: The University Academic Integrity Policy defines plagiarism as “presenting,

whether intentionally or not, the ideas, expression of ideas or work of others as one’s
own.” This includes reproducing or paraphrasing portions of someone else’s published
or unpublished material, regardless of the source, and presenting these as one’s own
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reports, computer code/software, material on the internet and/or conversations.
Examples of plagiarism include, but are not limited to:
 any submission prepared in whole or in part, by someone else;
 using ideas or direct, verbatim quotations, paraphrased material, algorithms,
formulae, scientific or mathematical concepts, or ideas without appropriate
acknowledgment in any academic assignment;
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 submitting a computer program developed in whole or in part by someone else,
with or without modifications, as one’s own; and
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another’s work and/or failing to use quotations marks.
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please review the Student Guide to Academic Accommodation (PDF, 2.1 MB)
- Religious Obligation: Please contact your instructor with any requests for
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possible after the need for accommodation is known to exist. For more details,
please review the Student Guide to Academic Accomdoation (PDF, 2.1 MB)
- Academic Accommodations for Students with Disabilities: If you have a
documented disability requiring academic accommodations in this course, please
contact the Paul Menton Centre for Students with Disabilities (PMC) at 613-520-
6608 or [email protected] for a formal evaluation or contact your PMC coordinator
to send your instructor your Letter of Accommodation at the beginning of the
term. You must also contact the PMC no later than two weeks before the first in-
class scheduled test or exam requiring accommodation (if applicable). Requests
 made within two weeks will be reviewed on a case-by-case basis. After
requesting accommodation from PMC, meet with your instructor as soon as
possible to ensure accommodation arrangements are made. For more details, visit
the Paul Menton Centre website.
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substantial benefits, both to the individual student and for the university, that result
from a student participating in activities beyond the classroom experience.
Reasonable accommodation must be provided to students who compete or
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any requests for academic accommodation during the first two weeks of class, or
as soon as possible after the need for accommodation is known to exist. For more
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course outline and any slides, posted notes, labs, project, assignments, quizzes, exams
and solutions) are intended for personal use and may not be reproduced or redistributed
or posted on any web site without prior written permission from the author(s).