Jun 18, 2024  
Graduate Record 2005-2006 
    
Graduate Record 2005-2006 [ARCHIVED RECORD]

ECE 611 - Probability and Stochastic Processes


Topics include probability spaces (samples spaces, event spaces, probability measures); random variables and vectors (distribution functions, expectation, generating functions); and random sequences and processes; especially specification and classification. Includes detailed discussion of second-order stationary processes and Markov processes; inequalities, convergence, laws of large numbers, central limit theorem, ergodic, theorems; and MS estimation, Linear MS estimation, and the Orthogonality Principle. (Y)

Prerequisites & Notes
Prerequisite: APMA 310, MATH 310, or equivalent.

Credits: 3