**ELE2707 – Stochastic Processes - 2019.1**

Objective:

This course introduces the
fundamentals of probability theory, random variables and stochastic processes,
and presents the main tools used in the area along with examples often found in
electrical engineering and related areas.

Programme:

I. Probability theory and probabilistic models

II. Random variables

III. Functions of random variables

IV.
Expected value

V.
Inequalities and convergence of random variables

VI.
Gaussian vectors

VII.
Stochastic processes

Assessment:

The assessment is based on lists
of assignments (T) and two exam papers (E1 and E2). The final grade is given by
FG = (T + E1+ E2)/3

Exams:

Grades:

Lists of
assignments:

References:

1.
A. Papoulis and S. Pillai, Probability, Random Variables and
Stochastic Processes, 4th Ed. Mc-Graw-Hill 2002.

2.
A. Leon-Garcia, Probability and Random Processes for Electrical
Engineering, Addison-Wesley, Third Edition, 2008.