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The probability and random processes course provides in-depth analysis of the statistical tools for engineering applications. Topics include basic probability, conditional probability, Bayes’ theorem, PDF and CDF, random variables, transformations, expected values, moments, characteristic functions, limit theorem, random processes, wide sense stationary processes, spectral density, Markov processes and Markov chains, Gaussian, Poisson and shot noise processes, and elementary queuing analysis.

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CPEN 605