Apr 25, 2024  
2021-2022 Catalog 
    
2021-2022 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
Repeats Allowed for Credit: 0

Discussion included
Normal Letter Grade with Satisfactory/Unsatisfactory option

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


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