NIS 605 Probability and Stochastic Processes I
Axioms of probability; discrete and continuous random vectors; functions of random variables; expectations, moments, characteristic functions, and moment generating functions; inequalities, convergence concepts, and limit theorems; central limit theorem; and characterization of simple stochastic processes: widesense stationality and ergodicity.
Cross Listed Courses
CS 505/ EE 605/ NIS 605 - Prob & Stochastic Proc I
Prerequisite
No Freshmen or Sophomores Cohort