STAT 583
INTRODUCTION TO RANDOM PROCESSES AND APPLICATIONS
Review of basic probability; Sequences of random variables; Random vectors and estimation; Basic concepts of random processes; Random processes in linear systems, expansions of random processes; Wiener filtering; Spectral representation of random processes, and white-noise integrals. Cross-list: CMOR 553 , ELEC 533 .
Prerequisites & course information
Short Title: INTRO RANDOM PROCESSES & APPL Department: Statistics Grade Mode: Standard Letter Course Type: Lecture Credit Hours: 3 Restrictions: Enrollment is limited to Graduate level students. Course Level: Graduate
Sources
- Course catalogue ↗2026–2027