Graduate Catalog 2018-2019

ELE 600 Probability Theory and Stochastic Processes in Engineering

(Also MTH 600). 3 hours; 3 credits. Probability space, elements of combinatorial analysis, conditional probability, independence, random variables, expectation, law of large numbers, random walks and Brownian motion, discrete and continuous parameter Markov chains, martingales and diffusion theory, linear estimation theory Wiener and Kalman filters. Prerequisite: Admission to the program.



Cross Listed Courses

MTH 600