EE 533 Random Processes
Outline of the Course
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Review of probability theory
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Random sequences and convergence
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Random (stochastic) processes
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Basics (autocorrelation, autocovariance, stationarity, ergodicity)
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Stochastic calculus (continuity, differentiability, integrability)
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Poisson process and its derivatives
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White-noise process (continuous, discrete)
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Gaussian (Normal) process
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Random walk, Brownian motion, Wiener process
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Markov chains
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Markov processes
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Linear systems driven by random inputs
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Shot-noise process
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Copyright: 1998 Bilkent University Department of Electrical and Electronics
Engineering. All rights reserved.
Questions and Comments to: kozdemir@ee.bilkent.edu.tr
Last updated: 12/01/99