Probability and Stochastic Processes

Course Title:              Probability and Stochastic Processes
Course Code:             GC-7002
Credit Hours:             3
Pre-requisite:             Undergraduate course in probability

Aims & Objectives:

Probability, random variables and stochastic processes are extremely important concepts in almost all fields of engineering and sciences.  Electrical engineers and computer scientists in particular need to have good understanding of probabilistic modeling.  This course fulfills this very basic and extremely significant requirement by providing a detailed description of fundamental probability concepts such as conditional probability, random variables, distribution functions, probability density functions, mean, variance, characteristic functions, moment generating functions, joint distributions, concepts of stochastic process, correlation and covariance etc.  This core course in probability and random signals prepares students for a wide range of courses in communications, signal processing, computer networks, data modeling and visualization etc.

Detailed Course Contents:

See the attached Lecture plan.

Text Book: 

Alberto Leon-Garcia, Probability, Statistics, and Random Processes For Electrical Engineering, 3rd. Ed. Prentice Hall, 2008.

Reference Books:

Athanasios Papoulis and S Unnikrishna Pillai Probability, Random Variables and Stochastic Processes,
4th Ed. McGRAW-Hill, 2002