Jun 05, 2020  
2018-2019 Catalog 
2018-2019 Catalog [ARCHIVED CATALOG]

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EECS 205: Probability and Stochastic Processes

Units: 4

Introduction of probability theory and stochastic processes. Topics: discrete-time Markov chains, conditional expectation and martingales, limiting behavior of sequences of random variables, Poisson process and continuous-time Markov chains, renewal processes and queuing theory, detection and estimation, wide-sense stationary processes and spectral density, Kalman filter and Wiener filter, and Brownian motion.

Course Details
Repeatable for Credit: No
Discussion included
Normal Letter Grade with Satisfactory/Unsatisfactory option

Requisites and Restrictions
Prerequisite: MATH 032 and MATH 141
Instructor Permission Required: No

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