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Graduate Record 2006-2007 [ARCHIVED RECORD]
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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
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