Introduction to Probability and Stochastic Processes for Engineering (3) Introduction to probability axioms, combinatorics, random variables, limit laws, and stochastic processes. Students may take only one course from MATH(STAT) 414 and 418 for credit.
MATH (STAT) 418 Introduction to Probability and Stochastic Processing for Engineering (3)
This course gives an introduction to probability and random processes. The topics are not covered as deeply as in a semester-long course in probability only or in a semester-long course in stochastic processes only. It is intended as a service course primarily for engineering students, though no engineering background is required or assumed.
The topics covered include probability axioms, conditional probability, and combinatorics; discrete random variables; random variables with continuous distributions; jointly distributed random variables and random vectors; sums of random variables and moment generating functions; and stochastic processes, including Poisson, Brownian motion, and Gaussian processes.
General Education: None
Bachelor of Arts: Quantification
Effective: Fall 2011
Prerequisite: MATH 230 orMATH 231
Note : Class size, frequency of offering, and evaluation methods will vary by location and instructor. For these details check the specific course syllabus.