- Last Updated: Saturday, 26 November 2022 05:38
Course Name: Stochastic Processes
Instructor: Dr. Afrooz Haghbin
Course Meeting Times: 3 Hours / Week
Prerequisites: Probability and Statistics in Engineering.
In this course, we introduce the stochastic processes and the mathematical principles required to discuss them are presented.
1- A Review on Probability and Statistics
2- Fundamentals of Stochastic Processes
3- Power Spectrum of Stochastic Processes
4- Orthogonal Expansion of Stochastic processes
5- Band-limited Stochastic Processes
6- Discrete Time Stochastic Processes
7- Estimation (if time permit)
Midterm Exam 40%
Final Exam 45%
 A. Papoulis, S. U. Pillai, Probability, Random Variables and Stochastic Processes. 4th Edition, McGraw Hill, 2002.
 S. M. Ross, Introduction to Probability Models. 4th Edition, Academic Press, 2003.
 S. M. Ross, Stochastic processes. Wiley, New York, 1996.
 W.B. Davenport, Probability and Random Processes. McGraw Hill, 1970.
Lecture Notes 1401-1402 (Fall)
Lecture Notes 1400-1401 (Fall)
Lecture Notes 99-1400 (Fall)
Lecture Notes 98-99 (Fall)
Lecture Notes 97-98 (Fall)
Lecture Notes 96-97 (Fall)
Lecture Notes 95- 96 (Fall)
Lecture Notes 94-95 (Spring)
Lecture Notes 94-95 (Fall)
Lecture Notes 93-94 (Spring)
1- Homework No. 1. Download
2- Homework No. 2. Download
3- Homework No. 3. As defined in class
4- Homework No. 4. Download
5- Homework No. 5. As defined in class
6- Homework No. 6. As defined in class
7- Homework No. 7. Download
8- Homework No. 8. Download
9- Homework No. 9. As defined in class
Sample Midterm Download
Sample Final Download