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Mar 29, 2024
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EECS 205: Probability and Stochastic Processes [4 units]
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.
Prerequisite: MATH 032 and MATH 141 . Discussion included.
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