EEE 555 - Random Signal Theory II

Text: Course Notes

Prerequsite: EEE 554

This is an advanced course offered primarily for Ph.D. students. Topics may vary at instructor's discression.

Outline

I. Processes with Independent Increments

A. Browian Motion
B. Poisson Process and compound Poisson process
C. White Noise
D. Shot Noise

II. Asymptotic Probability

A. Modes of convergence
B. Law of Large Numbers
C. Central Limit Theorems
D. Large Deviations Theory

III. Markov Processes

A. Markov Chains - transience and recurrence
B. Introduction to Queuing Theory
C. Hidden Markov Models

IV. Introduction to Measure Theoretic Probability

A. Probability measures and sigma-fields
B. Integration & expectation
C. The Radon-Nikodym theorem & its implications

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