We will use the following set of lecture notes, which is derived from class notes of Prof. Abbas El Gamal at Stanford University, as the course progresses. These notes will be constantly updated.

There is no required textbook.

A. Leon-Garcia, Probability and Random Processes for Electrical Engineering, 3rd ed, Prentice Hall, 2008.

R. D. Yates and D. J. Goodman, Probability and Stochastic Processes, 2nd ed, Wiley, 2005.

A. Papoulis, Probability, Random Variables, and Stochastic Processes, McGraw-Hill, 2002.

S. M. Ross, Stochastic Processes, Wiley, 1995.

S. Karlin and H. M. Taylor, A First Course in Stochastic Processes, 2nd ed, Academic Press, 1975.

S. Karlin and H. M. Taylor, A Second Course in Stochastic Processes, Academic Press, 1981.