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Probability and Random Processes

IIT Kharagpur, , Prof. Mrityunjoy Chakraborty

Updated On 02 Feb, 19

Overview

Introduction, Axioms of Probability, Random Variables,Probability Distributions and Density Functions, Function of a Random Variable, Mean and Variance, Function of Two Random Variables, Correlation Covariance, Correlation Matrices and their Properties, Thebycheff Inquality and Estimation, Central Limit Theorem, Ergodic Processes, Linear Mean Square Estimation - Wiener,Adaptive Filtering - LMS Algorithm.

Includes

Lecture 16: Vector Space of Random Variables

4.1 ( 11 )


Lecture Details

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Sam

Sep 12, 2018

Excellent course helped me understand topic that i couldn't while attendinfg my college.

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Dembe

March 29, 2019

Great course. Thank you very much.

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