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Stochastic Processes
Spring 2006
 last updated: 2006/03/29
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.

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.

Probability and Random Processes for Electrical Engineering, A. LeonGarcia.

Name 
Dr. M Asmat Ullah Khan. (Pakistan)

Contact Information 
Tehephone : 
0312012493 
Email : 
khan@oslab.khu.ac.kr 
Office : 
Electronic & Information Building #B08


_material
4. Tentative Schedule (tentative) 
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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, Discretetime Random Process

Lecture 11

Continuoustime 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

Personally I believe Internet is a great resource and helper in understanding Probability problems. Specially MIT Open course ware is a mustsee web site. The site contains assignments and exams.

6. Download the syllabus file (MSWORD) : [DOWN] 
