BBL 501E  Probability & Stochastic Processes
Course Objectives
1) Teaching probability theory
2) Teaching stochastic processes
3) Providing a solid foundation for other courses involving probabilistic applications
Course Description
Counting, elementary set theory, probability axioms, conditional probability, independence, discrete random variables, pmf, continuous random variables, cdf, pdf, moments, conditional distributions, functions of random variables, multiple random variables, jointly Gaussian vectors, probabilistic inequalities, laws of large numbers, central limit theorem, characteristic function, generating function and transform methods, stochastic processes, discretetime processes, mean, autocorrelation, stationarity, crosscorrelation, Poisson, Markov, Gaussian and Wiener processes, power spectral density, ergodicity, response of linear systems to random signals


Course Coordinator
Mehmet Akif Yazıcı
Course Language
English


