Nov 13, 2019  
Graduate Catalog 2017 - 2018 
    
Graduate Catalog 2017 - 2018 [ARCHIVED CATALOG]

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ESC 512 - Probability and Stochastic Processes

[4 credit(s)]
Prerequisite: Graduate Standing. General concepts of probability and random variables, including random experiments, inequalities, joint distributions, functions of random variables, expectations, and the law of large numbers. Basic concepts of random processes and their properties are introduced. Markov process, linear systems with stochastic inputs, and power spectra are presented.


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