The course presents the fundamentals of probability theory and random processes needed
by students in communications, signal processing, computer science and other disciplines. The students will discuss further on topics including; axiomatic probability theory; discrete and continuous random variables; functions of random variables; generating functions and transform methods; inequalities, bounds and large deviation theory; convergence and limit theorems; random processes; spectral representation; Gaussian processes; Poisson and birth-death processes; Markov chains; random walks, Brownian motion, diffusion and Ito processes.