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

  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