2022/2023

Introduction to The Theory of Random Processes

Type: Optional course (faculty)

Delivered by: Faculty of Mathematics

When: 3, 4 module

Open to: students of all HSE University campuses

Instructors: Mikhail Blank

Language: English

ECTS credits: 3

Contact hours: 36

Course Syllabus

Abstract

The course is a continuation of the standard course inprobability theory (associated mainly with combinatorics)and is intended for an initial introduction to the theoryof random processes. Special attention is paid to theconnection of this theory with functional analysis andthe general measure theory. The course is aimed atbachelors 3-4 courses, undergraduates and graduate students.