ELEC 533 / STAT 583 / CAAM 583
Short course description: This course covers the basic concepts of probability theory and random processes. Targeted at first year graduate students it introduces concepts at an appropriately rigorous level and discusses applications through examples and homework, such as to Digital Communication Systems. The syllabus covers elementary probability theory, random variables, limiting theorems such as the Law of Large Numbers, the Central Limit Theorem, and Martingales, as well as Gaussian, Markovian and Renewal Processes.
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