Intro to Random Processes

4.0 credits

The goal of this course is to learn how to model, analyze and simulate stochastic systems, found at the core of a number of disciplines in engineering, for example communication systems, stock options pricing and machine learning. This course is divided into five thematic blocks: Introduction, Probability review, Markov chains, Continuous-time Markov chains, and Gaussian, Markov and stationary random processes.