Random Processes in Information Systems
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
Not Open to Freshmen.
Students taking this course should have a prior course in applied probability at the undergraduate level.
|20488||L01||9:00 am - 10:20 am||T Th||Engineering Quad B-Wing B205||Enrolled:13 Limit:25|