SC505 STOCHASTIC PROCESSES Class Notes

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SC505STOCHASTICPROCESSESClassNotesc Casta~non & Electricaland ComputerEngineeringBostonUniversityColle geof Engineering8 St. Mary'sStreetBoston,MA02215Fall 20042Contents1 Introductionto Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . andIndependenceof Events. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . RandomVariables.

List of Tables 1.1 Summary of probability distribution function and probability density relationships. . . . . . . 17 1.2 Importantrandomvariables.

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