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Stochastic Processes
Spring 2006
| last updated: 2006/03/29
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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.
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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.
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Probability and Random Processes for Electrical Engineering, A. Leon-Garcia.
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Name |
Dr. M Asmat Ullah Khan. (Pakistan)
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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) |
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Title
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Lecture 1
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Introduction. Sample space, axioms of probability, independence, counting.
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Lecture 2
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Random Variables, probability mass functions, Expectations, Probability density functions.
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Lecture 3
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Multiple random variables and transforms.
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Lecture 4
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Basic Probability Problem Tutorial
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Lecture 5
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Conditional expectation and Bernoulli process.
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Lecture 6
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Poisson and Markov Process
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Lecture 7
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Limit Theorems and Inequalities
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Lecture 8
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Random sequences and their convergence
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Lecture 9
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Second Probability Tutorial
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Exam
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Midterm exam
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Lecture 10
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Definition of Random Process, Discrete-time Random Process
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Lecture 11
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Continuous-time Random Processes
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Lecture 12
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Stationary Random Processes
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Lecture 13
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Power Spectral Density
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Lecture 14
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Response of Linear Systems to Random Signals
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Lecture 15
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Amplitude Modulation Linear Systems
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Lecture 16
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Third Tutorial on Stochastic Processes
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Exam
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Project Presentation
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Exam
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Final exam
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Personally I believe Internet is a great resource and helper in understanding Probability problems. Specially MIT Open course ware is a must-see web site. The site contains assignments and exams.
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6. Download the syllabus file (MS-WORD) : [DOWN] |
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