# CDS 110b: Random Processes

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Course Home | L7-2: Sensitivity | L8-1: Robust Stability | L9-1: 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 on Stochastic Systems
- 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