Advanced Topics in Probability and Random Processes

Advanced Topics in Probability and Random Processes

Course Intro: The course will cover mainly two broad areas: (1) the concepts of the convergence a sequence of random variables leading to the explanation of important concepts like the laws of large numbers, central limit theorem; and (2) Markov chains that include the analysis of discrete and continuous time Markov Chains and their applications. Pre Requisites: Basic Course in Probability