AMCS 241 Stochastic Processes

(Equivalent to STAT 250) Prerequisites: Advanced and multivariate calculus. Introduction to probability and random processes. Topics include probability axioms, sigma algebras, random vectors, expectation, probability distributions and densities, Poisson and Wiener processes, stationary processes, autocorrelation, spectral density, effects of filtering, linear least-squares estimation and convergence of random sequences.



Cross Listed Courses

STAT 250