**Spring 2018**

__Instructor:__Prof. Tara Javidi

__Time:__TTH 3:30 pm to 4:50 pm

__Location:__EBU1 2315

We will continue our study of probability and random processes. The topics include: - Random variables, vectors and processes
- Convergence and limit theorem
- Memoryless, independent, increment, Markov and Gaussian processes
- Stationary random processes
- Correlation and power spectral density
- Mean square error estimation, detection and linear estimation
- Random noise in linear systems
| The theory of probability as a mathematical discipline can and should be developed from axioms in exactly the same way as in geometry and algebra...- Andrey Kolmogorov |