Detailed information 
Original study plan 
Master's programme Information Electronics 2012W 
Objectives 
 Introduction to fundamental concepts of probability theory and stochastic processes  students should have fundamental knowledge of: * random systems, their properties and characteristic quantities * methods for characterisiing and treating time discrete and continuous random variables and stochastic processes

Subject 
 Fundamental notions of probability theory, random variables, distributions and densities  Properties and characteristic quantities of one and more random variables  Sequences and series of random variables  stochastic processes  Power spectral density

Criteria for evaluation 
oral and/or Written examination

Methods 
Lecture with blackboard and slides

Language 
German 
Study material 
Lecture notes

Changing subject? 
No 