Stochastic Processes Introductory Lecture Sajjad Hussain Why should

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Stochastic Processes Introductory Lecture Sajjad Hussain

Stochastic Processes Introductory Lecture Sajjad Hussain

Why should I study this course… [1] • Signal Processing ? ? ?

Why should I study this course… [1] • Signal Processing ? ? ?

Why should I study this course… [2] • Computer Memories – To make the

Why should I study this course… [2] • Computer Memories – To make the system reliable we store k+l bits instead of k original bits – At least how many bits out of k+l bits read correctly would suffice the correct data reading – Binomial Random Variable shall provide the answer. • Optical Communication Systems – Photo detector converts light into electrical energy. – Photoelectrons produced are well modeled by Poisson Random Variable.

Why should I study this course…[3] • Wireless Communications – Thermal noise modeled as

Why should I study this course…[3] • Wireless Communications – Thermal noise modeled as Gaussian Random Variable – Rayleigh, Rician, Chi-squared distributions to model different wireless channels • Computer Network Traffic – LANs, WANs, www traffic can be linked to Markov Chains – Studies have produced surprising insights into buffer size, congestion control, connection duration prediction etc. BUT…

Reading Assignment: Entertaining Mathematical Puzzles [Gardner, 1986]

Reading Assignment: Entertaining Mathematical Puzzles [Gardner, 1986]

A road map for the text 1. 2. 3. 4. 5. 6. Sums of

A road map for the text 1. 2. 3. 4. 5. 6. Sums of RVs 7. Parameter Estimation using the sample mean Experiments, Models, Probabilities Discrete RV Continuous RV Pairs of Random Variables Random Vectors 8. Hypothesis Testing 9. Estimation of a RV 10. Stochastic Processes 11. Random Signal Processing 10. Stochastic Processes 12. Markov Chain

Couple of announcement: • Class starts at 17 h 45 on Thursdays to accommodate

Couple of announcement: • Class starts at 17 h 45 on Thursdays to accommodate a 15 minute break for Maghrib Prayers • Need a volunteer to represent/coordinate the class

Teaser - 1

Teaser - 1

Teaser – 2 Who wants to be a millionaire… • Would you prefer to

Teaser – 2 Who wants to be a millionaire… • Would you prefer to omit two wrong options out of four or you would like try twice to answer the question with four options?

Stochastic Process Introduction Stochastic processes are processes thatStochastic Process Introduction Stochastic processes are processes that
Stochastic Process Introduction Stochastic processes are processes thatStochastic Process Introduction Stochastic processes are processes that
Stochastic Process Introduction Stochastic processes are processes thatStochastic Process Introduction Stochastic processes are processes that
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Stochastic Processes A stochastic process is a modelStochastic Processes A stochastic process is a model
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