| |
Jan 02, 2025
|
|
|
|
|
EECS 205: Probability and Stochastic Processes
[4.0 units]
Introduction of probability theory and stochastic processes. Topics: discrete-tim 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.
Prerequisite: MATH 032 and MATH 141 or consent of instructor. Discussion included.
View course scheduling information
Add to My Catalog (opens a new window)
|
|
