ELG 5119 Stochastic Processes
3 crédits
Genie electrique
Faculte de genie
Probability. Random variables. Distribution and density functions. Expectation. Functions of random variables. Moments and characteristic functions. Random vectors. Sequences of random variables and convergence. Limit theorems. Stochastic processes: basic notions. Stationarity. Ergodicity. Poisson and Gaussian processes. Second order processes. Representation theorems. Markov processes and chains. Courses ELG 5119 , ELG 6153 (SYSC 5503) cannot be combined for units. This course is equivalent to EACJ 5109 at Carleton University.
Volet:
Cours magistral
Terme proposées précédemment:
Automne
Hiver