ECE 250Random Processes
Random variables, probability distributions and densities, characteristic functions. Convergence in probability and in quadratic mean, Stochastic processes, stationarity. Processes with orthogonal and independent increments. Power spectrum and power spectral density. Stochastic integrals and derivatives. Spectral representation of wide sense stationary processes, harmonizable processes, moving average representations. Recommended preparation: ECE 153.
Prerequisites
From the catalog: “graduate standing.”
Courses that list ECE 250 as a prerequisite (6)
- ECE 225B Universal Probability and Its Applications in Data Science
- ECE 226 Optimization and Acceleration of Deep Learning on Various Hardware Platforms
- ECE 255C Network Information Theory
- ECE 258A Digital Communications I
- ECE 264B CMOS Analog Integrated Circuits and Systems II
- ECE 264D CMOS Analog Integrated Circuits and Systems IV