Random variables, functions of random variables, expectations, characteristic function, joint densities and distributions, sequences of random variables, concept of stochastic processes. The emphasis is on developing a working knowledge of the above theory in engineering applications. Weekly hours: 3 Lecture hours
Random variables, functions of random variables, expectations, characteristic function, joint densities and distributions, sequences of random variables, concept of stochastic processes. The emphasis is on developing a working knowledge of the above theory in engineering applications. Weekly hours: 3 Lecture hours