# Advanced Random Processes (2021 Spring)

From Multiagent Communications and Networking Lab

## Contents

## Course Information

Course | Advanced Random Processes (Lectures in English) |
---|---|

Department | Electronics Engineering |

Course Number | G14670 |

Hours | 3 hours (W, 15:30-18:15) |

Credits | 3.0 credits |

Instructor | Prof. Hyunggon Park |

Office | Engineering B Bldg. 155 |

Tel. | 3277-3896 |

hyunggon.park@ewha.ac.kr |

## Course Objectives

Introduction to probability, random variable, random processes and stochastic processes as applied to study of communication systems and signal processing. A tentative list of the covered topics is a basic probability, random variable and processes, Gaussian random variable and process, Poisson process, Markov chains, Markov process, and optionally, renewal theory.

## Texts and References

- Texts

- Textbooks
- Robert G. Gallagher, Discrete Stochastic Processes, Kluwer Academic Publishers 2001, ISBN 978-0-79239-583-6

- References
- Hoel, Port and Stone, Introduction to Stochastic Process, Waveland 1987, ISBN 978-0-88133-267-4
- Cinlar, E., Introduction to Stochastic Processes, Englewood Cliffs, N.J.: Prentice Hall, 1975. ISBN 978-0-13498-089-8

## Course Structures and Teaching Methods

Lectures

## Course Requirements and Assignments

Students are required to do their homework and projects.

## Evaluation and Grades

- Homework (15%)
- Midterm Exam (35%)
- Final Exam (50%)

## Tentative Course Outline

A tentative list of the covered topics:

- Review of basic probability (2 week)
- Review of random variable and processes (2 weeks)
- Gaussian random variable and process (1 week)
- Poisson process (2 weeks)
- Markov chains (3 weeks)
- Markov Process I (2 weeks)
- Markov Process II (2 weeks)
- (Renewal theory)