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Unformatted text preview: expectation, correlation and covariance, jointly Gaussian random variables, Mean Square Estimation. o Sum of random variables, Law of Large Numbers, Central Limit Theorem, Confidence Intervals. o Random Processes: Mean, Autocorrelation and Autocovariance, Ergodicity, Stationarity. o Filtering of Random Signals: Power Spectral Density, Response of Linear Systems to Random Signals. o Markov Chains and the Elements of Queuing Theory. Grading Scheme: Midterm: 35% Final: 65% Important Notice: o Failing to write the midterm results in losing the 35% assigned to the midterm. In the case of medical emergency, a student may be given permission to re-write the midterm. o Although assignments do not carry any marks, they are very important for the understanding of the course material. Therefore, you are strongly encouraged to do them on time and with sufficient care....
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- Winter '10