Transcription of SC505 STOCHASTIC PROCESSES Class Notes
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SC505 STOCHASTICPROCESSESC lassNotesc Casta~non & Electricaland ComputerEngineeringBostonUniversityColle geof Engineering8 St. Mary'sStreetBoston,MA02215 Fall 20042 Contents1 Introductionto Probability .. andIndependenceof Events.. RandomVariables.. RandomVariables.. RandomVariables.. ,Densities,andExpectations.. theCovarianceMatrix.. inequality.. Inequality .. 'sInequality .. Inequalities..372 Sequencesof .. of LargeNumbers.. Convergence.. theLaw of LargeNumbersandtheCentralLimitTheorem.. RandomVariables..523 .. StochasticProcesses.. of StochasticProcesses.. StochasticProcesses.. StochasticProcesses.. RandomProcesses.. :Phase-ShiftKeying.. Functionsof VectorProcesses.. of Wide-senseStationaryProcesses.. SpectralDensity of Wide-SenseStationaryProcesses..714 of StochasticProcesses.. erentiation.. erentiationof GaussianStochasticProcesses.. of StationaryRandomProcesses..865 .. Continuous-timeLinearSystems.
List of Tables 1.1 Summary of probability distribution function and probability density relationships. . . . . . . 17 1.2 Importantrandomvariables.
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