CEN 601 Engineering Stochastic Processes and its applications

Random variables. Moments. Conditional distributions and moments. Functions of random variables. Joint distributions and moments. Random process models: basic concepts, properties. Stationary random processes: covariance and spectrum. Response of linear systems to random inputs: discrete-time and continuous-time models. Time averages and Ergodic principle. Sampling principle and interpolation. Selected applications in Control, Networks and Communication Systems.