1. Stochastic Processes Introductory Lecture
Sajjad Hussain

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

3. 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.

4. 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…

17. Reading Assignment:
Entertaining Mathematical Puzzles [Gardner, 1986]

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

21. Couple of announcement:
Class starts at 17h45 on Thursdays to accommodate a 15 minute break for Maghrib Prayers
Need a volunteer to represent/coordinate the class

22. Teaser - 1

23. 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?