Skip over navigation

Course Offerings

Course Evaluation Results

Course Details

Fall 2008-2009
ELE 525  

Random Processes in Information Systems

Sergio Verdú

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

Sample reading list:
G.R. Grimmet & D.R Stirzaker, Probability and Random Processes
J.A. Grubner, Probability & Random Processes for Electrical & Computer Eng

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
20475 L01 11:00 am - 12:20 pm T Th   Engineering Quad B-Wing   B205   Enrolled:11 Limit:25