Skip over navigation

Course Offerings

Course Evaluation Results

Course Details

Fall 2007-2008
ELE 525   Graded A-F, P/D/F, Audit

Random Processes in Information Systems

Hisashi Kobayashi

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

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
20737 L01 9:00 am - 10:20 am T Th   Engineering Quad B-Wing   B205   Enrolled:18 Limit:25