Axiomatic view of probability; continuous and discrete random variables; expectation; functions of random variables; conditional distributions and expectations; stochastic processes; stationarity and ergodicity; correlation and power spectrum; renewal processes and Markov chains; Markov and non-Markovian processes in continuous time. Also known as: (formerly Electrical Engineering 619.22)
This course may not be repeated for credit.

Sections

This course will be offered next in Fall 2017.