AMCS 241 Stochastic Processes

Course

Description

Topics include probability axioms, sigma algebras, random vectors, expectation, probability distributions and densities, Poisson and Wiener processes, stationary processes, autocorrelation, spectral density, effects of filtering, linear least-squares estimation and convergence of random sequences. AMCS 241 was previously entitled "Probability and Random Processes" during Falls of 2009, 2010, 2011, 2012, 2013, 2014, 2015 and 2016 and Springs of 2016 and 2017.
Course period09/1/09 → …
Course level200