Probability & Stochastic Processes for Engineers - 525.614

This course provides a foundation in the theory and applications of probability and stochastic processes and an understanding of the mathematical techniques relating to random processes in the areas of signal processing, detection, estimation, and communication. Topics include the axioms of probability, random variables, and distribution functions; functions and sequences of random variables; stochastic processes; and representations of random processes. Prerequisite(s): A working knowledge of multi-variable calculus, Fourier transforms, and linear systems theory.

Course Prerequisite(s)

***Computer Science students only: Must complete core courses first (EN.605.601 AND EN.605.611 AND EN.605.621).;***Cybersecurity students only: Must complete core courses first (EN.605.621 AND EN.695.601 AND EN.695.641).