Stochastic Processes

Subject: 
Electrical & Computer Engineering (ECE)
Catalog number: 
604
Unit weight: 
0.50
Meet type: 
LEC
Grading basis: 
NUM
Cross-listing(s): 
N/A
Requisites: 
N/A
Description: 
Theory of random variables, vectors and processes. Conditional probabilities and expectations. Convergence of sequences of random variables. Markov chains in discrete and continuous time. Poisson processes. Basic renewal processes. Stationary random processes, correlation, and power spectra. Emphasis on problem solving using probabilistic approaches.
Topic titles: 
N/A
Faculty: 
Engineering (ENG)
Academic level: 
GRD
Course ID: 
000766