ECE235 - Stochastic Processes in Engineering

Units: 4

Instructor(s): Madow,Pedarsani


The goal of this course is to teach the fundamentals of probability and stochastic processes and provide applications that demonstrate how mathematical concepts can be used to design and build modern stochastic systems. Topics include an overview of the fundamentals of probability, convergence of random variables, limit theorems, Chernoff bound, bayesian detection, minimum mean squared error estimation, Gaussian random vectors, random processes, Gaussian processes, Poisson process, Martingales, discrete-time Markov chains, continuous-time Markov chains, and introduction to Markov decision processes.