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.

Credits

3

Cross Listed Courses

CS 505, EE 605

Prerequisite

No Freshmen or Sophomores Cohort

Distribution

Computer Science Program Electrical Engineering Program Information and Data Engineering Program

Typically Offered Periods

Fall Semester Spring Semester