EECE 5210 Random Processes

4 semester hours

Studies of the fundamental theories of probability, random variables, and stochastic processes at a level appropriate to support graduate coursework/research and practice in the industry in electrical and computer engineering. Selected topics include basic probability concepts, total probability and Bayes theorems, independence, probability functions, expectation, moments of random variables, multiple random variables, functions of random variables, central limit theorems, basic stochastic process concepts, wide-sense stationary processes, autocorrelation function, power spectral density, and important processes such as Gaussian, Markov, and Poisson. Applications of the theories to engineering and science problems will be emphasized. Both analytical study and simulation work will be carried out.

Prerequisites: EECE 4110 or graduate standing