Difference between revisions of "CDS 110b: Random Processes"
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Revision as of 04:52, 26 January 2006
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Course Home  L72: Sensitivity  L81: Robust Stability  L91: Robust Perf  Schedule 
This lecture presents an introduction to random processes.
Lecture Outline
 Quick review of random variables
 Random Processes
 Definition
 Properties
 Example
Lecture Materials
 Lecture Notes
 Reading: Friedland, Chapter 10
 HW 4  due 1 Feb
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