Statistical and Quantum Optics
Introduction to probability theory, properties of probabilities, random variabes and probability distribution, generating functions, examples of probability distributions, Gaussian probability distribution, central limit theorem, multivariate Gaussian distribution. Random processes, statistical ensembles, stationarity and ergodicity, properties of autocorrelation function, spectral properties of stationary random processes, orthogonal representation of a random process, Wiener Khinchine theorem, Karhunen–Loeve expansion.

