Course ID:  M1801U20

Credits: 3

Objective: To understand basic probability and stochastic processes with applications toward communications.

Course Prerequisites: An undergraduate probability background is preferred.

Outline:

1. The Meaning and Axioms of Probability 

2. The Concept and Functions of a Random Variable 

3. Two Random Variables and Sequences of Random Variables 

4. Statistics 

5. General Concepts 

6. Random Walk and Other Applications 

7. Spectral Representation and Estimation 

8. Mean Square Estimation 

9. Markov Chains, Markov Processes and Queueing Theory

Teaching Method: In class lecture and discussion

Reference:  

1. A. Popoulis, "Probability, Random Variables, and Stochastic Process", McGraw Hill, 4th Ed., 2002. 

2. R. Yates and D. Goodman, "Probability and Stochastic Processes", John Wiley and Sons, 1999. 

3. Stark and Woods, "Probability and Random Processes with Applications to Signal Processing", 3rd ed. Prentice Hall, 2002.