Short Outline
Introduction to Random Processes and Applications
ELEC 533 / STAT 583 / CAAM 583
Review of Basic Probability Theory (incl. conditional probability)
QUIZ (one sheet or two pages of personal notes)
Random Vectors and Sequences (joint distributions, limiting laws)
Midterm EXAM (open-notes, closed-books)
Random Processes (wide sense stationarity, Poisson, Markov, Wiener processes)
Mean Square Estimation and Calculus (spectral properties, KLT)
Second EXAM (open-notes)
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Syllabus
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