KOM 505 - Probability Theory and Stochastic Processes

Course Objectives

1.To improve the knowledge of students on probability theory,
2.To train students on random processes and related properties,
3.To provide a basis for the solution of the engineering problems involving stochastic structure,
4.To provide practice for developing critical thinking skills and solving open ended problems.

Course Description

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