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Course Details

Fall 2013-2014
ELE 525  

Random Processes in Information Systems

Hisashi Kobayashi

The course presents the fundamentals of probability theory and random processes needed by students in communications and information systems, computer engineering, signal processing, machine learning, bioinformatics, econometrics and mathematical finance. Topics include: History and overview; probability; random variables; functions of random variables; generating functions and transform methods; inequalities, Chernoff's bounds and large deviation theory; convergence and the limit theorems; random processes; spectral representation; Poisson and birth-death processes; Markov chains; random walk, Brownian motion, diffusion and Ito processes.

Sample reading list:
H. Kobayashi, B.L. Mark & W. Turin, Probability, Random Processes and Statistical Analysis
G.R. Grimmet & D.R Stirzaker, Probability and Random Processes
J.A. Gubner, Probability & Random Processes for Electrical & Computer Eng

Other Requirements:
Not Open to Freshmen.

Prerequisites and Restrictions:
Students taking this course should have a prior course in applied probability at the undergraduate level..

Website:  http://blackboard.princeton.edu

Schedule/Classroom assignment:

Class numberSectionTimeDaysRoomEnrollmentStatus
21374 L01 11:00 am - 12:20 pm M W   Sherrerd Hall   001   Enrolled:9 Limit:25