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Lecture Notes on Probability Theory and Random Processes

Lecture Notes on Probability Theoryand Random ProcessesJean WalrandDepartment of Electrical Engineering and Computer SciencesUniversity of CaliforniaBerkeley, CA 94720 August 25, 20042 Table of ContentsTable of Contents3 Abstract9 Introduction11 Modelling Models and Physical Reality.. Concepts and Calculations.. Function of Hidden Variable.. A Look Back.. References.. 122 Probability Choosing At Random .. Events.. Countable Additivity.. Probability Space.. Examples.. Choosing uniformly in{1,2.}

These notes are derived from lectures and o–ce-hour conversations in a junior/senior-level course on probability and random processes in the Department of Electrical Engineering and Computer Sciences at the University of California, Berkeley. The notes do not replace a textbook. Rather, they provide a guide through the material.

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