Probability Theory Applications

This course provides an introduction to probability, random variables and random processes. In addition, the probability theory will be applied to estimation and detection. It consists of three main modules:

• Probability and random variables
• Random processes, correlation functions and spectral densities
• Applications to estimation and detection

Probability will be introduced using the relative-frequency approach and the axiomatic approach. Both continuous and discrete random variables will be studied. Some elements of statistics will also be included.