Mar 28, 2024  
2017-2018 Catalog 
    
2017-2018 Catalog [ARCHIVED CATALOG]

Add to My Catalog (opens a new window)

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 . Satisfactory/Unsatisfactory option. Discussion included.


View course scheduling information




Add to My Catalog (opens a new window)