Random Processes

Probability and statistics provide an excellent tool for understanding, modeling and communicating uncertainty in engineering systems. In many applications there is the added challenge of considering random quantities that vary over time and/or space. Examples can be found in seismic applications, financial markets, heterogeneous materials, and image processing, among many others. This course provides an introduction into some of the ways in which random processes and random fields are measured, quantified and communicated. Through video lectures, activities, and interactive content, students …