ECE 381J ECE 381J. Probability and Stochastic Processes I. 3 Hours.
Examine probability spaces, random variables, expectation, conditional expectation, stochastic convergence, characteristic functions, and limit theorems. Explore Markov and Gaussian processes, stationary processes, spectral representation, ergodicity, renewal processes, martingales, and applications to estimation, prediction, and queueing theory. Three lecture hours a week for one semester. Electrical and Computer Engineering 381J and Electrical Engineering 381J may not both be counted. Prerequisite: Graduate standing, and an undergraduate course in probability, statistics, and random processes.