MTH 600
Prob Theory & Stoch Process · 3 credits · Spring 2027
Requirements
Restricted: ME Program Students
About this course
Probability space, elements of combinatorial analysis, conditional probability, independence, random variables, expectation, law of large numbers, random walks and Brownian motion, discrete and continuous parameter Markov chains, martingales and diffusion theory, linear estimation theory, Wiener and Kalman filters.
Seat status as of Oct 2, 10:27 AM ET. Seats can change between refreshes.
No sections have been posted for this course in this term yet.