Stochastic Process (Postgraduate Course)

  1. Definition of Sigma-Algebra, Measurability, Lebesgue Measure, Probability Space, and Lebesgue Measure in Probability
  2. A Brief Review of Probability Theory
  3. Stochastic Processes – Main Concepts
  4. Exponential Distribution and Poisson Processes
  5. Gaussian Vectors and Gaussian Processes
  6. Power Spectrum and Systems with Stochastic Inputs
  7. Discrete and Continuous Time Markov Chains
  8. Miscellaneous Topics