Scribd
Upload
19 views

E1222 Aug. 3:0 Stochastic Models and Applications: Instructor

Uploaded by

Subhom Das
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
19 views

E1222 Aug. 3:0 Stochastic Models and Applications: Instructor

Uploaded by

Subhom Das
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

E1222 Aug.

3:0
Stochastic Models and Applications

Instructor
P.S. sastry
Email: [email protected]
Teaching Assistant

Email:

Department: EE
Course Time: Tue, Thu, 11:00 - 12:30
Lecture venue: B306 EE dept
Detailed Course Page:

Announcements

Brief description of the course


This course is a postgraduate course on probability and stochastic processes. It is assumed that the students are

familiar with multivariable calculus and that they have some idea of elementary probability (e.g. as part of an

undergraduate course on mathematics). The course would be useful for first year Masters or Ph.D. students. It

is a hardcore course for the MTech program in Systems Engineering. The course is a mathematics course and

the students are encouraged to solve a large number of problems. There would be about 5-6 (optional) tutorial

classes, which would be held outside the regular class times, to help students learn to solve problems.
Prerequisites
There are no formal prerequisites. However, students should be familiar with multivariate calculus.
Syllabus
Probability spaces, conditional probability, independence, random variables, distribution functions, multiple

random variables and joint distributions, functions of random variables, moments, characteristic functions and

moment generating functions, conditional expectation, sequences of random variables and convergence

concepts, laws of large numbers, central limit theorem, stochastic processes, Markov chains, Poisson process.

Page 1/2
Course outcomes
Students would acquire a rigorous understanding of basic concepts in probability theory. They would learn

some important concepts concerning multiple random variables such as Bayes rule for random variables,

conditional expectation and its uses etc. They would also learn stochastic processes, including Markov Chains

and Poisson Processes. The course would provide the background needed to study topics such as Machine

Learning, Adaptive Signal Processing, Estimation Theory etc.


Grading policy
50% for mid-term tests and 50% for final exam. (Normally three midterm tests are conducted).
Assignments

Resources
Ross S M,Introduction to Probability Models, academic Press and Hardcourt Asia,

P.G.Hoel, S.C.Port and C.J.Stone, Introduction to Probability Theory,

P.G.Hoel, S.C.Port and C.J.Stone, Introduction to Stochastic Processes,

V.K.Rohatgi, Introduction to Probability Theory and Mathematical Statistics, Wiley

Page 2/2

You might also like