Random Variables& Stochastic Processes

3 credits · Graduate Programs

Probability; continuous and discrete random variables; functions of random variables; stochastic processes; stationarity and ergodicity; correlation and power spectrum; Markov chains and processes. Prerequisite(s): Admission to the PhD in Electrical and Computer Engineering or the MSc in Electrical Engineering. Antirequisite(s): Credit for Electrical Engineering 649 and 619.22 (RF Power Amp & Transmitters) will not be allowed.