KOM 505E - Probability Theory&Stochast.Pr

Course Objectives

1 To develop students' knowledge of probability theory,
2 To educate students on random processes and related features,
3 To prepare a basis for the solution of engineering problems in random structure,
4 Providing the opportunity to develop critical thinking skills and increase their ability to solve open problems.

Course Description

Random variables, distribution functions, probability and density functions; multidimensional random variables, combined distributions, functions of random variables, conditional distributions; expected value, moments and related concepts; moment generating functions, characteristic functions; some special continuous and discrete distributions; random processes and their classification, basic definitions, stationary and independent processes, ergodicity; Poisson, Wiener, Gauss, Markov processes; concepts of random continuity, derivative, integral; power spectrum concept.