2014 - 2015

  Random Processes  
FACULTY OF ENGINEERING | School of Electrical Engineering
Prof. Shtaif MarkComputer and Software Engineering103 Wed1600-1900 Sem  2
University credit hours:  3.0

Course description
Random variables, basic relations and common distributions. Sequences of random variables and the various definitions of convergence. Martingale sequences. Random processes. The concepts of stationarity, cyclostationarity, periodicity and ergodicity. Counting processes. Second order analysis of random processes. The Karhunen-Loéve representation, spectral analysis of stationary processes. Markov processes, white noise and Brownian motion. Introduction to stochastic calculus.

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