Deals with random time-varying functions and is therefore useful in the broad range of applications where they occur. Topics include review of probability, convergence of random sequences, random vectors, minimum mean-square error estimation, basic concepts of random processes, Markov processes, Poisson processes, Gaussian processes, linear systems with random inputs, and Wiener filtering. Applications range from communications, communication networks, and signal processing to random vibration/stress analysis, mathematical finance, physics, etc. Prerequisites: Restricted to any graduate students or Electrical/Computer Engineering or Electrical Engineering Concurrent Degree majors only.
