CEN 601 - ENGINEERING STOCHASTIC PROCESSES & APPLICATIONS

Objective
 
The main objective of this course is to allow our graduate students to understand the concepts of probability and facilitate the use of probability tools to solve problems that arise in engineering practice. The students will also develop problem-solving skills and learn the transition from a real problem to a probability model for that problem. There is no any pre-requisite for this course.
 
Time and location
 
 
Topics
 

  1. Introduction to probability models                         1 week
  2. Basic concepts of probability theory                          2 weeks
  3. Random variables                                                       3 weeks
  4. Multiple random variables                                          1 week
  5. Long-term averages                                                    1 week
  6. Random processes                                                      2 weeks
  7. Analysis and processing of random signals                        1 week

 
 
Text
 
"Probability and Random Processes for Electrical Engineering", second edition, by Alberto Leon-Garcia, University of Toronto, Addison-Wesley, 1994.
 
"A First Course in Stochastic Models", ninth edition, by Henk C. Tijms, John Wiley and Sons, Jul 22, 2003.

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