Course Level
Graduate
Course Description
Probability, random variables, stochastic processes, correlation functions and spectra with applications to communications, control and computers.
Enrollment Requirements
An undergraduate course in probability
Course Texts
Papoulis, A., and S.U. Pillai. Probability, Random Variables and Stochastic Processes. 4th ed. McGraw-Hill, 2002. (Other editions acceptable.)
Course Units
3
Typically Offered
Fall
Available Online