Dr. Ali Muqaibel EE570 Stochastic Processes
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 What is the mean and variance for Cauchy Distribution? I have checked many references, regarding different issues: 1)      Can the variance in general be infinity ?: the answer seems to be yes. 2)      Is there a difference between “does not exist” and “undefined” the answer is yes. 3)      Does Cauchy distribution have a mean or variance? I found all answers in the net!. But why the differences. The difference comes from the definition of the mean and variance. If you define it to be the mathematical integral then you may say no mean no variance. If you define it using what it means!  Here is the best explanation I found: “variance is infinite and its mean necessitates a more general definition of integration.”  Thanks to Mr. Mohammad Dahiro for pointing that Leon Garcia state that mean and variance does not exist which is in disagreement with  the reference given up

EE570 122

Alsalam Alaikum wa Rahmat Allah

Welcome to your EE570-122 Homepage. It is a pleasure to have you in this course.
A good start is needed.

I pray Allah that you will find this course fruitful and enjoyable.

Best Regards,
Dr. Ali Muqaibel

Class Notes

 # Topic Papoulis and Pillai (4th edition), Chapters Peebles Chapter 1 IntroductionLevel test ( problems were given to test the background) 2 Set Theory & Probability (review material (pdf)) In class practice: Repeated Trials (doc) 1,2 &3 1 3 The Concept of Random Variables and Functions of one Random Variable Concept of random variables (pdf) Operations on random variables (pdf) Important random variables (ppt) In class practice (doc) 4 &5 2 & 3 4 Multi Random Variables and Operations on Them Multiple random variables (pdf) Operations on Multiple r.v.  ( Updated 3/3/2013 pdf) 6 & 7 4 & 5 5 Random Processes Intro, Time Domain , types of R.P. (pdf) Power Spectral Density and Spectral Ch/s (pdf, updated 4/7/2013)) Random Processes through LTI Systems (pdf) Leon Garcia 6 ,7 & 8 6 Markov Chains Leon Garcia 7 Queuing Theory  (pdf) Leon Garcia

Projects

 # % of Grade Due NLOS/LOS Classification (zip), 10 Sum
 Topic Student 1 Date

 News! Updated notes (Multiple R.Vs)   Alsalam Alaikum Wa rahmat Allah  Welcome to EE570 Stochastic Processes Good luck, Dr. Ali Muqaibel

Homework

(Solutions are poster under WebCT)

 # Title Week Class 1 Probability 2 2 2 Single R.V 5 2 3 Multi  R.Vs 6 2 4 Random Processes 10 1 5 Random Processes in Frequency and through systems 11 1 6 Markov Chains 13 2 7 Queuing Theory 15 1

Quizzes

 # Material Week Class Sol. Note 1 Set Theory & Probability 2 2 122 2 Research paper 5 1 122 3 Random Variables 6 1 122 4 Random Processes (Time) 9 2 122 5 R. P. frequency and through systems 11 2 122

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