The main objective of this course is to understand the mathematical theory and to gain experience about the application areas of random variables and random processes.

Review of probability theory: Conditional probability and independence, random variables, probability distribution and density, function of random variables, expectation and conditional expectation with their properties. Random processes: Continuous and discrete-time random processes, correlation function and power spectrum, Gaussian and Poisson processes, continuity of random processes, stationarity and wide-sense stationarity, white noise, ergodicity.