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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.