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.