Random Processes in Information Systems
Course presents the fundamentals of applied random processes needed by students in communications, computer engineering, systems, and signal processing. Probability, random variables (discrete and continuous), convergence and laws of large numbers, stationarity and ergodicity. Markov chains, Gaussian, Poison, and related processes. Mean-square error prediction, spectral analysis, and other topics as time permits.
Sample reading list:
G.R. Grimmet & D.R Stirzaker, Probability and Random Processes
J.A. Gubner, Probability & Random Processes for Electrical & Computer Eng
Not Open to Freshmen.
Prerequisites and Restrictions:
Students taking this course should have a prior course in applied probability at the undergraduate level..
|23225||L01||11:00 am - 12:20 pm||T Th||Friend Center 112||Enrolled:6 Limit:25|