Probability Theory and Random Processes

Catalog description

This course provides an introduction to probability theory. It is designed for students in electrical and computer engineering. Topics include elementary probability theory, conditional probability and independence, random variables, distribution functions, joint and conditional distributions, limit theorems, and an introduction to random processes. Some elementary ideas in spectral analysis and information theory will be given. A grade of C or better is required in order to use this course as a pre-requisite for 36-226 and 36-410 . Prerequisites: ( 21-111 and 21-112 ) or 21-120 or 21-256 or 21-259