Random Processes in Electrical and Computer Engineering. 3 credits

Catalog description

This course focuses on Markov processes in discrete and continuous time, on renewal theory, and on Markov renewal theory. Quoting from E. Cinlar, "The theory of Markovian processes comprises the largest and most important chapter in the theory of stochastic processes. This importance is further enhanced by the many applications it has found in both the physical, biological, and social sciences and in engineering and in commerce." Non-ECE students are welcome. Offered by Electrical & Comp. Engineering . May not be repeated for credit.