COMP-SCI 494R
Applied Stochastic Models
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Review of basic probability including properties of joint random variables and functions of random variables. Discrete and continuous random processes, such as the Poisson process, Brownian motion, and white Gaussian noise. Linear filtering of random processes. Markovian birth and death processes and elementary queuing theory.
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Prerequisite(s):
COMP-SCI 394R or permission from instructor
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Faculty:
School of Computing & Engineer
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Department:
Comp Sci & Elect Engr
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