On-Campus
Lecture Subject Topics Week Date 1 9/3 1
Introduction to the course 9/5 2 Probability Set theory 2 9/8 3 Probability space 9/10 4 9/12 5 Combinatorial analysis 3 9/15 6 Conditional probability 9/17 7 9/19 8 4 9/22 9 Random variables Random variable 9/24 10 Probability distribution function 9/26 11 5 9/29 12 Probability density function 10/1 13 Functions of a random variable 10/3 14 6 10/6 15 Expected value, Moments, and characteristic function 10/8 16 10/10 17 7 10/13 Columbus Day 10/15 18 Two or more random variables and random sequences Joint CDF and PDF 10/17 19 8 10/20 20 10/22 21 Conditional distribution and density functions 10/24 22 Expected value and correlation coefficient 9 10/27 23 Mid-Semester Date
More than two random variables
10/29 24 Bivariate and multivariate Gaussian random variables 10/31 25 10 11/3 26 Functions of two random variables 11/5 27 11/7 28 Convergence of random sequences 11 11/10 29 11/12 30 11/14 31 Random processes Definition 12 11/17 32 Stationarity, mean and autocorrelation functions 11/19 33 Properties of autocorrelation functions 11/21 34 Power spectral density 13 11/24 35 Discrete random process Cyclostaionary process
11/26 36 Stochastic continuity, differentiation, and integrals 11/28 Thanksgiving 14 12/1 37 Time average and ergodicity 12/3 38 Transmission of random processes through LTI systems 12/5 39 15
12/8 40 12/10 41 Special processes 12/12 42