## EC203 Linear Algebra and Probability Theory

### Course Name:

EC203 Linear Algebra and Probability Theory

### Programme:

### Semester:

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

### Content:

System of Equations, basic solutions, Echelon matrices, Linear independence, Rank, Inverse, Similarity, Eigen value analysis and Diagonalization, Vector Spaces: Linear Transformations, Subspaces, Linear Independence, Basis, Orthogonal Transformations. Probability – Review of probability, Joint and Conditional probability, Bayes theorem. Random Variable - Definition, discrete and continuous, probability distribution and density, mass functions, Joint and conditional distributions, Expectation, random vectors, vectorised expectation – mean and covariance, Random processes – definition, characterization, Stationarity. Gaussian random process, Central limit theorem.