## Probability and Random Processes

Probability and Random Processes. Instructor: Prof. Mrityunjoy Chakraborty, Department of Electronics and Electrical Communication Engineering, IIT Kharagpur. This course covers lessons on Introduction to probability, Random variables, Sequence of random variables and convergence, and Random process. Topics covered include axioms of probability, the concepts of random variables, function of a random variable, mean and variance of a random variable, moments, characteristic function, two random variables, joint moments, joint characteristic functions, sequences of random variables, random process, spectral analysis, spectral estimation, and mean sequence estimation.
(from **nptel.ac.in**)

Lecture 33 - Ergodic Processes |

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