• Ivan Bajic (ibajic at ensc.sfu.ca)
• Office hours: Monday and Wednesday, 13:00-14:00 online (Zoom, see the link in course materials)

• Bardia Azizian

• Monday, 14:30-15:50, WMC 3531
• Wednesday, 14:30-15:50, WMC 3531

Introduction to the theories of probability and random variables, and their applications in the analysis and modelling of engineering systems. Topics include: a review of probability and random variables; joint and conditional densities and distributions; functions of random variables; characteristic functions; random vectors and covariance matrices; transformations of random vectors; convergence of sequences of random variables; random sequences; random processes; introduction to estimation theory; selected applications.

• Lecture material available through SFU Canvas

• H. Stark and J. W. Woods, Probability, statistics, and random processes for engineers, 4th Edition, Pearson, 2012. ISBN 0132311232
  (Note: most material we will cover is also available in the 2nd and 3rd editions of this textbook)

• A. Papoulis and S. U. Pillai, Probability, random variables, and stochastic processes, 4th Edition, McGraw-Hill, 2002. ISBN 0073660116
• A. Leon-Garcia, Probability, statistics, and random processes for electrical engineering, 3rd Edition, Pearson/Prentice Hall, 2008. ISBN 0131471228
• R. D. Yates and D. J. Goodman, Probability and stochastic processes, John Wiley & Sons, 2014. ISBN 987-1-118-32456-1
• H. P. Hsu, Schaum's outline of theory and problems of probability, random variables, and random processes, McGraw-Hill, 1997. ISBN 0070306443
• H. Pishro-Nik, Introduction to probability, statistics, and random processes, Kappa Research, LLC, 2014. ISBN 0990637204 [Available online]