Random variables, their distributions and expectations, and random processes such as Markov chains that evolve over time.
Area: Mathematics
Covered in
- 5EMA0 Math II (Optimization and Probability): Probabilities, Discrete Random Variables, Continuous Random Variables, Pairs of Random Variables
- 5XIE0 Computation Modeling: Discrete-time Stochastic Processes B.1, Markov Chains B.2
Related topics
Random Signals and Power Spectral Density · Detection and Matched Filters · Noise