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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . RandomVariables.

repeated experiments. Note the emphases in the above de nition. The basis of probabilistic analysis is to determine or estimate the probabilities that certain known events occur, and then to use the axioms of probability theory to combine this information to derive probabilities of other events of interest, and to

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