MTH 514 Probability and Stochastic Processes

Introduction to probability theory and stochastic processes. Topics covered include: elements of probability theory, conditional probability sequential experiments, random variables and random vectors, probability density, function cumulative density functions, functions of random variables, expected values of random variables, transform methods in random variable, reliability of systems, joint and marginal probability, correlation, confidence intervals, stochastic processes, stationary and ergodic processes, power spectral density, sample processes. Lect: 3 hrs./Lab: 1 hr. Prerequisites: ELE 302, COE 318, COE 328, MTH 312, MTH 314, ELE 401, ELE 404, and COE 428 Course Weight: 1.00 Billing Units: 1





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