EE 606 Probability and Stochastic Processes II

Introduction and review of probability as a measure, measure theoretic notions of random variables and stochastic processes, discrete time and continuous time Markov chains, renewal processes, delayed renewal processes, convergence of random sequences, martingale processes, stationarity and ergodicity. Applications of these topics with examples from networked communications, wireless communications, statistical signal processing and game theory.

Credits

3

Prerequisite

CS 505 or EE 605 or NIS 605

Distribution

Electrical Engineering Program