Stochastic Processes
Course ID: M6701U20
Credits: 3
Course Prerequisites: An undergraduate probability background is preferred.
Course Description and Goals:
To understand basic probability and stochastic processes with applications toward communications.
Schedule Type: In class lecture and discussion
Course Schedule (subject to change):
Probability and Random Variables
1. The Meaning and Axioms of Probability
2. The Concept and Functions of a Random Variable
3. Two Random Variables and Sequences of Random Variables
4. Statistics
Stochastic Processes
5. General Concepts
6. Random Walk and Other Applications
7. Spectral Representation and Estimation
8. Mean Square Estimation
9. Markov Chains, Markov Processes and Queueing Theory