Probability and Stochastic Processes I

3 Hours

Examine probability spaces, random variables, expectation, conditional expectation, stochastic convergence, characteristic functions, and limit theorems. Explore Markov and Gaussian processes, stationary processes, spectral representation, ergodicity, renewal processes, martingales, and applications to estimation, prediction, and queueing theory. Electrical and Computer Engineering 381J and Electrical Engineering 381J may not both be counted. Three lecture hours a week for one semester.