Description: Axioms and rules of probabilities, Bayes’ Theorem, binary communication systems, Bernoulli trials and Poisson Theorem, random variables, distributions and density functions, moments, correlation, Chebyshev and Markov’s inequalities, characteristic functions, Chernoff inequality, transformation of random variable, random processes, stationarity, Bernoulli, Random Walk, Poisson, shot noise, random telegraph, and Wiener processes, stopping time; Wald’s equation, elements of Renewal Theory, Mean-Ergodic Theorem, auto and cross-correlation functions, correlation time, auto-correlation receiver, Wiener-Khinchin Theorem, power spectral density, linear system with stochastic inputs, matched filtering. Project: two hours per week.
Component(s): Lecture
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