MATH 418Introduction to Probability and Stochastic Processes for Engineering
Introduction to probability axioms, combinatorics, random variables, limit laws, and stochastic processes. Students may take only one course from MATH414 / STAT 414 and MATH 418 / STAT 418 for credit. STAT 418 / MATH 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.
Prerequisites
You need:
Where it sits in degree plans
Suggested plans most often put it in Year 3 · Fall (1 program).
Courses that list MATH 418 as a prerequisite (10)
- CMPEN 362 Communication Networks
- CMPSC 348 Data Science and Machine Learning for Computational Sciences
- CMPSC 466 Introduction to Quantum Computation
- DS 310 Machine Learning for Data Analytics
- DS 320 Data Integration
- EE 362 Communication Networks
- EE 460 Communication Systems II
- MATH 319 Elementary Mathematical Statistics
- STAT 319 Elementary Mathematical Statistics
- STAT 463 Applied Time Series Analysis