SC505 STOCHASTIC PROCESSES Class Notes - mit.edu
SC505STOCHASTICPROCESSESClassNotesc Casta~non & Electricaland ComputerEngineeringBostonUniversityColle geof Engineering8 St. Mary'sStreetBoston,MA02215Fall 20042Contents1 Introductionto probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . andIndependenceof Events. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . RandomVariables. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . RandomVariables.
3 Stochastic Processes and their Characterization 55 ... probability theory to combine this information to derive probabilities of other events of interest, ...
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