Probability Theory and Stochastic Processes in Engineering
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Overview
Subject area
ELE
Catalog Number
600
Course Title
Probability Theory and Stochastic Processes in Engineering
Department(s)
Description
Probability space, elements of combinatorial analysis, conditional probability, independence, random variables, expectation, law of large numbers, random walks and Brownian motion, discrete and continuous parameter Markov chains, martingales and diffusion theory, linear estimation theory, Wiener and Kalman filters.
Typically Offered
Fall, Spring
Academic Career
Graduate
Liberal Arts
No
Credits
Minimum Units
3
Maximum Units
3
Academic Progress Units
3
Repeat For Credit
No
Components
Name
Lecture
Hours
3
Requisites
012503