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Regular version of the site
2022/2023

Introduction to The Theory of Random Processes

Type: Optional course (faculty)
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 3-4 courses, undergraduates and graduate students.