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Aug 31, 2024
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ECNG 522/5230 - Probability and Stochastic Processes with Applications (3 cr.)
Prerequisites or equivalent.
Description Review of probability and sampling methods; modeling of random experiments; linear and nonlinear transformations of random vectors; discrete-time and continuous-time random processes; analysis and processing of random signals; Markov chains. Applications will span diverse areas such as communication networks, genetics, financial markets, … etc. A project on selected applications will be assigned.
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