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MTH 514

Probability and Stochastic Processes

Introduction to probability theory and stochastic processes. Topics covered include: elements of probability theory, conditional probability sequential experiments, random variables and random vectors, probability density, function cumulative density functions, functions of random variables, expected values of random variables, transform methods in random variable, reliability of systems, joint and marginal probability, correlation, confidence intervals, stochastic processes, stationary and ergodic processes, power spectral density, sample processes.
Weekly Contact: Lab: 1 hr. Lecture: 3 hrs.
GPA Weight: 1.00
Course Count: 1.00
Billing Units: 1

Prerequisites

MTH 312

Co-Requisites

None

Antirequisites

None

Custom Requisites

None

Mentioned in the Following Calendar Pages

*List may not include courses that are on a common table shared between programs.