You have basically answered your own question. Random variables are the single most important prerequisite to start learning about processes. And underneath that, basic probability theory (the infinite kind, based on σ-algebras).
Apart from that it depends on what kinds of processes are going to be the focus of your study or work. For finite-state, discrete-time processes some matrix calculus might come in handy. For continuous-time real-valued processes you want to review calculus and the properties of the real numbers.
Based on the course description I recommend the first chapters (say, 2 and 3) of Arnold Allen, Probability, Statistics, and Queueing Theory. A bit superficial on the basic probability stuff but you don't want to spend 20 hours preparing for a 4h lecture, right? Bonus: chapters 4 and 5 seem to match some of your course content rather nicely.
manpreet![Tuteehub forum best answer]()
Best Answer
2 years ago
Suppose, I never studied random variables. This is the syllabus:
What are the minimum and maximum prerequisites to study Stochastic Processes?
That is, what things should I know beforehand to start studying Stochastic Processes?