Graduate Catalog 2019-2020

MTH 600 Probability Theory and Stochatic Processes in Engineering

(Also ELE 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 ME program