2023/2024

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 in probability theory (associated mainly with combinatorics) and is intended for an initial introduction to the theory of random processes. Special attention is paid to the connection of this theory with functional analysis and the general measure theory. The course is aimed at bachelors 2–4 courses, undergraduates and graduate students.