ECE 6711 - Probability and Stochastic Processes

Effective Date 01/01/2024
Topics include probability spaces; random variables and vectors; 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 3100, MATH 3100, or equivalent.

Credits: 3
Grading Basis Graded