Fall 2018

Instructor: Prof. Tara Javidi 

Time: TTH 3:30 pm to 4:50 pm

Location: CENTR 214
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