ECE 381M ECE 381M. Probability and Stochastic Processes II. 3 Hours.
Examine random walk and Brownian motion; renewal and regenerative processes; Markov processes; ergodic theory; continuous parameter martingales; stochastic differential equations; diffusions; stochastic control; and multidimensional stochastic models. Three lecture hours a week for one semester. Electrical and Computer Engineering 381M and Electrical Engineering 381M may not both be counted. Prerequisite: Graduate standing and Electrical and Computer Engineering 381J (or Electrical Engineering 381J).