Course Schedule and Catalog

Long Title: INTRODUCTION TO RANDOM PROCESSES AND APPLICATIONS

Department: Statistics

Grade Mode: Standard Letter

Course Type: Lecture

Credit Hours: 3

Description: Review of basic probability; Sequences of random variables; Random vectors and estimation; Basic concepts of random processes; Random processes in linear systems, expansions of random processes; Wiener filtering; Spectral representation of random processes, and white-noise integrals. Cross-list: CAAM 583, ELEC 533.