ENEE 620 - Probability and Random Processes

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Fundamentals of probability theory and random processes for electrical engineering applications and research: set and measure theory and probability spaces; discrete and continuous random variables and random vectors; probability density and distribution functions and probability measures; expectation, moments and characteristic functions; conditional expectation and conditional random variables; limit theorems and convergence concepts; random processes (stationary/non-stationary, ergodic, point processes, Gaussian, Markov and second order); applications to communications and signal processing.
Prerequisite: Prerequisite: Undergraduate probability course work or consent of instructor.