Course Description

This is a pre-requisite for almost all graduate level courses in communications, signal processing, controls and networks. The course will assume an introductory knowledge of probability. We will first have a quick review of: axioms of probability, random variables, distributions, densities and functions of one random variable. Then functions of several random variables, moment generating functions, linear transformations and central limiting theorem will be discussed. After covering the topics related to random variables we will talk about stochastic processes, and their classifications. Furthermore we will talk about random walks, Markov chains, birth-death processes and their applications in queuing theory. The course also requires from each student critical reading and presentation of one relevant and recent research paper published in a reputed journal (e.g. IEEE, Elsevier, and Springer). Expecte