Stochastic Processes Spring 2006

last updated: 2006/03/29

 1. Goal of Course
 Probability and stochastic processes are central to the study of communications, control, signal processing, artificial intelligence, computer networks, financial markets, etc. The purpose of the course is to provide students with modeling tools for dealing with random phenomena qualitatively. We will assume no previous experience with probability.

 2. Topics
 Basic concepts from probability, conditional probability, counting, random variables, independence, expectations, moments, transforms, introduction to discrete and continuous time random processes, filtering random processes, inequalities, central limit theorem.

 2. Recommended Textbook
 Probability and Random Processes for Electrical Engineering, A. Leon-Garcia.

 3. Instructor [more details]

Name

Dr. M Asmat Ullah Khan.  (Pakistan)

Contact Information

 Tehephone : 031-201-2493 E-mail : khan@oslab.khu.ac.kr Office : Electronic & Information Building #B08

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 4. Tentative Schedule (tentative)
 # Title Lecture 1 Introduction. Sample space, axioms of probability, independence, counting. Lecture 2 Random Variables, probability mass functions, Expectations, Probability density functions. Lecture 3 Multiple random variables and transforms. Lecture 4 Basic Probability Problem Tutorial Lecture 5 Conditional expectation and Bernoulli process. Lecture 6 Poisson and Markov Process Lecture 7 Limit Theorems and Inequalities Lecture 8 Random sequences and their convergence Lecture 9 Second Probability Tutorial Exam Midterm exam Lecture 10 Definition of Random Process, Discrete-time Random Process Lecture 11 Continuous-time Random Processes Lecture 12 Stationary Random Processes Lecture 13 Power Spectral Density Lecture 14 Response of Linear Systems to Random Signals Lecture 15 Amplitude Modulation Linear Systems Lecture 16 Third Tutorial on Stochastic Processes Exam Project Presentation Exam Final exam 