2009-2010 University Catalog 
  
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2009-2010 University Catalog

IT 746 - Calculus of Random Signals

Credits: 3
Cross-Listed with CSI 776

For graduate students in information technology, electrical engineering, mathematics, operations research, and statistics. Introduction to modern theory of stochastic calculus such as stochastic integrals, martingales, counting processes, diffusion processes, and Ito-type processes in general. Presents applications of methods to engineering and biology. Focuses on developing necessary concepts rather than mathematical proofs.

Prerequisites
STAT 652 or CE 630 or 632.

Hours of Lecture or Seminar per week
3
Hours of Lab or Studio per week
0
When Offered
A, F