Course Category:
Department Requirement
The topics covered in this Course are: Set theory, relative frequency and probability; joint probability and independent events. Random variables, distribution functions, density functions, and Gaussian random variables. Multiple-random variables, joint-distribution functions, joint-density functions, conditional distribution functions, and central limit theorem. Random processes, stationary, and independence. Correlation functions, covariance, and Gaussian random processes. Random processes spectral characteristics, power density spectrum, cross-power spectrum, relation between correlation functions and power density spectra.
