Covers the properties and construction of Poisson processes from i.i.d. Exp(X) random variables, emphasizing the importance of the process rate and jump time distributions.
Explores the concept of stationary distribution in Markov chains, discussing its properties and implications, as well as the conditions for positive-recurrence.
Covers stochastic models for communications, focusing on random variables, Markov chains, Poisson processes, and probability calculations.
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