Stochastic Processes

3 credits · College of Engineering catalogue

Advisory Prerequisite: EECS/ECE 501. Enforced Prerequisite: None. (3 credits) Correlations and spectra. Quadratic mean calculus, including stochastic integrals and representations, wide-sense stationary processes (filtering, white noise, sampling, time averages, moving averages, autoregression). Renewal and regenerative processes, Markov chains, random walk and run, branching processes, Markov jump processes, uniformization, reversibility and queuing applications.