| |
Apr 19, 2024
|
|
|
|
|
Graduate Record 2010-2011 [ARCHIVED RECORD]
|
ECE 6711 - 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. Prerequisite: APMA 310, MATH 310, or equivalent.
Credits: 3
|
|
