Walrand J. Lecture Notes on Probability Theory and Random Processes

Book, University of California, August 2004, 293 p.Modelling Uncertainty.
Probability Space.
Conditional Probability and Independence.
Random Variable.
Conditional Expectation.
Gaussian Random Variables.
Detection and Hypothesis Testing.
Estimation.
Limits of Random Variables.
Law of Large Numbers & Central Limit Theorem.
Random Processes Bernoulli - Poisson.
Filtering Noise.
Markov Chains - Discrete Time.
Markov Chains - Continuous Time.
Applications.