KOM 505E - Probability Theory&Stochast.Pr

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.

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