Difference between revisions of "CDS 110b: Random Processes"

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== Lecture Materials ==
== Lecture Materials ==
* {{cds110b-pdfs|L4-2_stochastic.pdf|Lecture Notes}}
* {{cds110b-pdfs|stochastic.pdf|Lecture Notes on Stochastic Systems}}
* Reading: Friedland, Chapter 10
* Reading: Friedland, Chapter 10
* {{cds110b-pdfs|hw4.pdf|HW 4}} - due 1 Feb
* {{cds110b-pdfs|hw4.pdf|HW 4}} - due 1 Feb

Revision as of 04:56, 26 January 2006

WARNING: This page is for a previous year.
See current course homepage to find most recent page available.
Course Home L7-2: Sensitivity L8-1: Robust Stability L9-1: Robust Perf Schedule

This lecture presents an introduction to random processes.

Lecture Outline

  1. Quick review of random variables
  2. Random Processes
    • Definition
    • Properties
    • Example

Lecture Materials

References and Further Reading

  • Hoel, Port and Stone, Introduction to Probability Theory - this is a good reference for basic definitions of random variables
  • Apostol II, Chapter 14 - another reference for basic definitions in probability and random variables

Frequently Asked Questions