EENG-382 Random Variables and Stochastic Processes    3-0-3

Basic probability concepts, random variables, probability distributions and densities, averages, random processes, stationarity, ergodicity, correlation and covariance, gaussian processes, spectral analysis, noise, linear system responses to noise, narrow band processes.
Prerequisites: EENG-340(5202), MATH-260(3041).

Textbook: Peebles, P.Z., Probability, Random Variables and Random Signal Principles, 3rd Edition, McGraw Hill, NY, 1993.

Reference: X. Rong Li, Probability, Random Signals and Statistics, CRC, 1999.

Objectives: This course is designed to show students how to deal with introductory level stochastic processes as applied to Digital and Analog communication systems.

Prerequisites by Topic:

1. Fourier Transforms.
2. Basic Linear System Theory.

Topics:

1. Introduction to Probability. (6 hours)
2. Distribution and Density Functions. (6 hours)
3. Functions of Random Variables. (6 hours)
4. Mean, Variance. (3 hours)
5. First Order Random Processes. (9 hours)
6. Ergodicity, Signal to Noise ratio, auto-correlation functions. (9 hours)
7. Tests. (3 hours)
8. Final. (2 hours)