MATH 488 - Stochastic Processes

Credits: (3)
An introduction to random processes and their applications with focus on discrete-time point of view with some discussion related to continuous-time.Common random processes including white noise, random walks, Gaussian processes, Markov processes, and Poisson processes are discussed.Instructor discretion to include more advanced statistical concepts including signal processing and spectrum estimation. Prerequisite(s): MATH 387 Probability (3)