2019-2020 Graduate Catalog 
    
    Mar 28, 2024  
2019-2020 Graduate Catalog [ARCHIVED CATALOG]

ELEC 5520 - Probability Theory and Applications


Axioms of probability, joint and conditional probability, random variables, probability density, mass, and cumulative distribution functions, Bernoulli trials, Binomial, Poisson and Gaussian random variables, pair of random variables, functions of one and two random variables, characteristic functions, sequences of independent random variables, central limit theorem, and laws of large numbers. Introduction to random processes. Autocorrelation and spectral density functions. Noise in electronic systems. 3 credits.