The page uses Browser Access Keys to help with keyboard navigation. Click to learn moreSkip to Navigation

Different browsers use different keystrokes to activate accesskey shortcuts. Please reference the following list to use access keys on your system.

Alt and the accesskey, for Internet Explorer on Windows
Shift and Alt and the accesskey, for Firefox on Windows
Shift and Esc and the accesskey, for Windows or Mac
Ctrl and the accesskey, for the following browsers on a Mac: Internet Explorer 5.2, Safari 1.2, Firefox, Mozilla, Netscape 6+.

We use the following access keys on our gateway

n Skip to Navigation
k Accesskeys description
h Help
New York University Tandon School of Engineering    
 
    
 
  Sep 21, 2017
 
2016-2018 Undergraduate and Graduate Bulletin (with addenda)
[Add to Portfolio]

BE-GY 6453 Probability and Stochastic Processes

3 Credits
Continuous and discrete random variables and their joint probability distribution and density functions; Functions of one random variable and their distributions;  Independent random variables and conditional distributions;  One function of one and two random variables; Two functions of two random  variables and their joint density functions; Jointly distributed discrete random variables and their functions; Characteristic functions and higher order moments; Covariance, correlation, orthogonality;  Jointly Gaussian random variables; Linear functions of Gaussian random variables and their joint density functions. Stochastic processes and the concept of Stationarity; Strict sense stationary (SSS) and wide sense stationary (WSS) processes; Auto correlation function and its properties; Poisson processes and Wiener processes;  Stochastic inputs to linear time-invariant (LTI)  systems and their input-output autocorrelations;   Input-output power spectrum for linear systems with stochastic inputs; Minimum mean square error estimation (MMSE) and orthogonality principle; Auto regressive moving average (ARMA) processes and their power spectra.

Prerequisite(s): Graduate status
Also listed under: EL-GY 6303 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0



[Add to Portfolio]