EE 533 Random Processes

    Outline of the Course

  • Review of probability theory
  • Random sequences and convergence
  • Random (stochastic) processes
    • Basics (autocorrelation, autocovariance, stationarity, ergodicity)
    • Stochastic calculus (continuity, differentiability, integrability)
    • Poisson process and its derivatives
    • White-noise process (continuous, discrete)
    • Gaussian (Normal) process
    • Random walk, Brownian motion, Wiener process
    • Markov chains
    • Markov processes
    • Linear systems driven by random inputs
    • 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