Stochastic Processes

Course ID: ENAS 496, ENAS 502, STAT 251, STAT 551, MATH 251

Introduction to the study of random processes including linear prediction and Kalman filtering, Poison counting process and renewal processes, Markov chains, branching processes, birth-death processes, Markov random fields, martingales, and random walks. Applications chosen from communications, networking, image reconstruction, Bayesian statistics, finance, probabilistic analysis of algorithms, and genetics and evolution.

Meeting Info

MW 1pm-2:15pm in WLH 208

Final Exam

Tuesday, May 10, 2016 at 7pm

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