Probability Foundations for Electrical Engineers
I am releasing the PDF notes that are meant to accompany the NPTEL video course. I am grateful to the scribes and TAs who worked for many hours typing up these class notes – most of them are acknowledged by name in the PDF files.
I would like to inform the reader that these notes have not been carefully edited, so you may find the occasional bug, typo, inadequate citation, or less than perfect language in some places. I would be grateful if such shortcomings are brought to my notice.
Module 0: Preliminaries
Module 1: Probability Measures
Module 2: Random Variables
Module 3: Integration and Expectation
Module 4: Transforms
Module 5: Limit Theorems