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EM509 Stochastic Processes is a course taught by Dr. Rathnamali Palamkumbura of the Department of Engineering Mathematics, Faculty of Engineering, University of Peradeniya, Sri Lanka in 2020.
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The official course page is here. You are on an unofficial supplementary material page.
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The unofficail webpage is an attempt to archive the content from the course for the benifit of students. There is no reason for this being hosted on Gihan's URL (He was not the IIC). All the content belongs to Dr. Rathnamali Palamkumbura.
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This course is not offered regularly. You have to talk to the lecturer [rpalamATpdnDOTacDOTlk] several weeks in advance if you wish to take the course.
References
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Kobayashi, H., Mark, B.L. and Turin, W., 2011. Probability, random processes, and statistical analysis: applications to communications, signal processing, queueing theory and mathematical finance. Cambridge University Press.
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Related courses
- SC505 STOCHASTIC PROCESSES by Prof. D. Castanon & Prof. W. Clem Karl, Dept. of Electrical and Computer Engineering, Boston University, College of Engineering
[Fall 2004 class notes PDF]
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Random Signal processing by Prof. Liu Congfeng Huashan, Xidian University, China.
[Chapter 4 Random Processes PDF]
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SF2940 PROBABILITY THEORY by Timo Koski, Department of Mathematics, KTH Royal Institute of Technology
[Lecture Notes: Probability and Random Processes at KTH PDF]
Material
- Review [Problems (missing), Solutions]
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Introduction [Lecture notes and problems, Solutions]
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Characterization of stochastic processes [Lecture notes and problems, Solutions]
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Properties of a stochastic process [Lecture note]
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Special Classes of Stochastic Processes [Lecture note and problems, Solutions]
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Transform methods in stochastic theory [Lecture note and problems, Solutions]
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Stochastic models [Lecture note 1, Lecture note 2]
- Poisson processes [External slides]
Project