EE 333 Fundamentals of Probability and Random Processes (4-0)4

Axiomatic definition of probability space. Combinatorial methods. Conditional probability; product spaces. Random variables; distribution and density functions; multivariate distribution; conditional distributions and densities; independent random variables. Functions of random variables; expected value, moments and characteristic functions. Fundamentals of Random Processes, Gaussion and Poisson processes, stationarity, ergodicity, correlation functions, spectral density, random inputs to linear systems, Markov Chains.