CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...

Markov Processes are central objects in probability theory. Its characterising property can be characterised intuitively as follows: given the information of the historical development the ...

The first part of the course covers basic concepts in probability, such as the Borel Cantelli Lemma and the strong law of large numbers; the second part covers renewal and regenerative processes ...

A Markov-modulated Poisson Process (MMPP) is a Poisson process that has its parameter controlled by a Markov process. These arrival processes are typical in communications modeling where time-varying ...

Brief review of conditional probability and expectation followed by a study of Markov chains, both discrete and continuous time ... Uses Monte Carlo simulation of random variables throughout the ...