ECE 6711

Probability and Stochastic Processes

Course Description

Prerequisites

APMA 3100, MATH 3100, or equivalent

Topics include probability spaces; random variables and vectors; and random sequences and processes; especially specification and classification. Includes detailed discussion of second-order stationary processes and Markov processes; inequalities, convergence, laws of large numbers, central limit theorem, ergodic, theorems; and MS estimation, Linear MS estimation, and the Orthogonality Principle. Prerequisite: APMA 3100, MATH 3100, or equivalent.