ENEM 742 Stochastic Process

Credit 3
Correlations and spectra. Quadratic mean calculus, including stochastic integrals and representations, wide-sense stationary processes (filtering, white noise, sampling, time averages, moving averages, autoregression). Renewal and regenerative processes, Markov chains, random walk and run, branching processes, Markov jump processes, uniformization, reversibility and queuing applications.