| 1 |
- |
Introduction and definitions (Set Theory, Experiment, Sample Space, Events) |
- |
| 2 |
- |
Mathematical model of probability, Joint and conditional probability, Bayes theorem |
- |
| 3 |
- |
Independent events and Bernoulli trials |
- |
| 4 |
- |
The random variable concept |
- |
| 5 |
- |
Probability distribution and density functions, Conditional distributions and densities |
- |
| 6 |
- |
Expected values, moments and characteristic functions |
- |
| 7 |
- |
Transformations of a single random variable |
- |
| 8 |
- |
MID-TERM EXAM |
- |
| 9 |
- |
Multiple random variables, joint distribution and density functions |
- |
| 10 |
- |
Limit theorems, Operations on multiple random variables |
- |
| 11 |
- |
Random processes and their properties |
- |
| 12 |
- |
Independence and stationarity of random processes |
- |
| 13 |
- |
Time averages, statistical averages and ergodicity, Autocorrelation and cross-correlation functions |
- |
| 14 |
- |
Gauss and Poisson processes |
- |
| 15 |
- |
Preparation for Final exam |
- |
| 16 |
- |
FINAL EXAM |
- |
| 17 |
- |
FINAL EXAM |
- |