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, Markov chains, renewal processes, Poisson processes and brith-and-death processes, Large deviation approximation, random walks, Brownian motion, diffusion processes, Ito proceeses.
Sample reading list:
G.R. Grimmet & D.R Stirzaker, Probability and Random Processes
J.A. Grubner, Probability & Random Processes for Electrical & Computer Eng
Not Open to Freshmen.
Students taking this course should have a prior course in applied probability at the undergraduate level.
|20737||L01||9:00 am - 10:20 am||T Th||Engineering Quad B-Wing B205||Enrolled:18 Limit:25|