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Course Details

Fall 2006-2007
ELE 525  

Random Processes in Information Systems

Hisashi Kobayashi

This course presents the fundamentals of applied random processes needed by students in communications, computer engineering, controls, and signal processing. Probability, random variables (discrete ad continuous), random number generation for simulation, random processes, stationarity and ergodicity, spectral analysis, Gausian processes, Brownian motion and diffusion processes, Poisson processes and brith-and-death processes, Large deviation approximation, and efficient simulation techniques.

Sample reading list:
G.R. Grimmet & D.R Stirzaker, Probability and Random Processes
A. Papoulis, Probability, Random Variables & Stochastic Processes

Other Requirements:
Not Open to Freshmen.

Other information:
Students taking this course should have a prior course in applied probability at the undergraduate level.

Schedule/Classroom assignment:

Class numberSectionTimeDaysRoomEnrollmentStatus
20488 L01 9:00 am - 10:20 am T Th   Engineering Quad B-Wing   B205   Enrolled:13 Limit:25