EEE 520: Stochastic Variables and Signals

Course Description

The course introduces probability, stochastic variables (random variables), and random signals with a reasonably rigorous approach. The first few lectures concentrate on probability and random variables, which are later used to study conditional probabilities, expectations, characteristic functions, moment-generating functions, etc. Later, a few classes will focus on critical topics for stochastic applications, such as the Central Limit Theorem, Laws of Large Numbers, and convergence concepts. Finally, the course includes the theory and application of wide-sense stationary process (WSS) and concentrates further on the Linear Time-Invariant (LTI) system with random inputs. Overall, the course aims to provide students a fundamental understanding of the topics required to analyze stochastic phenomena in many engineering applications.

Teaching Staff

Instructor

Md. Shahriar Karim
Office location: SAC 1045 B
Office hours: Click Here

Contact

• Send e-mail

• Office 1045 B, 10th Floor, SAC building, NSU

Required Text

• A. Papoulis; Probability, Random Variables and Stochastic Processes, Mc Graw Hill, 3rd Edition

Reference Text

• S. M. Ross: Introduction to Probability Models, 4th Edition, Academic Press, 1989

• Albert Leon-Garcia, Probability and Random Processes for Electrical Engineers, 3rd Edition.