## EC388 Matrix Theory and Stochastic Process

### Course Name:

EC388 Matrix Theory and Stochastic Process

### Programme:

### Category:

### Credits (L-T-P):

### Content:

System of Equations - Homogenous equations, basic solutions, Echelon matrices, Linear independence, Rank, Inverse, Similarity, Eigen value analysis and Diagonalization, Vector Spaces: Linear Transformations, Subspaces, Linear Independence, Basis, Change of Coordinates, Orthogonal Transformations and applications. Probability - Probability space and definitions, Joint and Conditional probability, Bayes theorem. Random Variable - Definition, discrete and continuous, probability distribution and density, mass functions, Joint and conditional distributions Expectation, Moments and moment generating functions, Inequalities, limit theorems, random vectors, vectorized moments, mean and covariance, Random processes.