Stochastic Processes

Stochastic Processes
Hours: 3 0 3

Engineering applications of probability theory; problems on events; independence; random variables;distribution and density functions; expectations and characteristic functions; correlation and regression; multivariate Gaussian distribution; stochastic processes; stationarity; ergodicity; correlation functions;spectral densities; random inputs to linear systems; Gaussian processes.

Pre-requisites: none
Co-requisites: none

Hours: XYZ where X = Lecture, Y = Lab, Z = Credit
All hours are per week.
3 Lab hours constitute 1 credit hour
1 credit hour implies 1 lecture of 50mins per academic week. 16 weeks in total.
Pre-Requisite courses are courses required to be completed before this course may be taken
Co-Requisite courses are courses required to be taken along with this course

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