Lecture Notes: Probability and Random Processes at KTH
for
sf2940 Probability Theory
Edition: 2014
Timo Koski
Department of Mathematics
KTH Royal Institute of Technology
Stockholm, Sweden
2
Contents
Foreword
9
1 Probability Spaces and Random Variables
11

Unit 4
1. Random Process
2. Markov Chain
3. Poisson Process
1
Chapter 1
Random Process
1.1
Classification of random processes
Consider a random experiment with outcomes s S where S is a sample space.
If to every outcomes s S , we assign areal value time f