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Unformatted text preview: ECE 5510: Random Processes Lecture Notes Fall 2008 Lecture 1 Today: (1) Syllabus, (2) Course Overview, (3) Application As- signment Intro 1 Course Overview Randomness is all around us; in many engineering and scientific applications. • communications, • controls, • manufacturing, • economics, • imaging, • biology, • the Internet, • systems engineering. In all of these applications, we have what we call random variables. These are things which vary across time in an unpredictable manner. Sometimes, these things we truly could never determine before- hand. For example, thermal noise in a receiver is truly unpre- dictable. In other cases, perhaps we could have determined if we had taken the effort. For example, whether or not a machine is going to fail today could have been determined by a maintenance checkup at the start of the day. But in this case, if we do not perform this checkup, we can consider whether or not the machine fails today as a random variable, simply because it appears random to us.a random variable, simply because it appears random to us....
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- Fall '08
- Probability theory