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

Offered

Fall Semester Spring Semester