Class 3. P: ECE 440 or ECE 483 or graduate standing. Engineering
applications of probability theory. Problems of events, independence,
random variables, distribution and density functions, expectations,
and characteristic functions. Dependence, correlation, and regression;
multivariate Gaussian distribution. Stochastic processes,
stationarity, ergodicity, correlation functions, spectral densities,
random inputs to linear systems, Gaussian processes.