I have been the teaching assistant for three consecutive years of the Stochastic Processes course, a mandatory course in the M.S. and Ph.D. in Statistics and Electrical Engineering at KAUST. The number of attending students oscillated between 20 to 45. I designed the course project and the weekly homeworks and graded the exams and projects. I also delivered weekly tutorial lectures.

As famously said by Feynman, “If you want to master something, teach it”. This was a great opportunity to solidify my knowledge on this subject area and iteract with students from all over the world.

Topics covered

• Review of Probability theory
• Poisson and Gaussian processes
• Spectral representations
• Linear filters
• Integration and differentiation of stochastic processes
• ARMA models
• Markov chains
• Queuing theory