intro10 - University of Massachusetts Department of...

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University of Massachusetts Department of Electrical and Computer Engineering ECE 603 - Probability and Random Processes Fall, 2010 URL: http://www-unix.ecs.umass.edu/ goeckel/ece603.html We see that the theory of probabilities is at bottom only common sense reduced to calculation; it makes us appreciate with exactitude what reasonable minds feel by a sort of instinct, often without being able to account it . It is remarkable that [this] science, which originated in the consideration of games of chance, should have become the most important object of human knowledge. P. Laplace (1749-1827) Objective: The objective of this course is to study the fundamentals of probability theory, random variables, and random processes at a level appropriate to support graduate coursework and research in electrical and computer engineering. Applications of the theory to engineering and the science problems will be empha- sized, and random processes arising often in practical systems will be studied.
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