3 credits
Spring 2026 Distance Learning Lecture
Engineering applications of probability theory. Problems on events, independence, random variables, distribution and density functions, expectations, and characteristic functions. Dependence, correlation, and regression; multivariate Gaussian distribution. Stochastic processes, stationarity, ergodicity, correlation functions, spectral densities, random inputs to linear systems; Gaussian processes. Prerequisite: Master's student standing or higher.
Learning Outcomes1Problems on events, independence, random variables, distribution and density functions, expectations, and characteristic functions.
2Dependence, correlation, and regression; multi-variate Gaussian distribution.
3Stochastic processes, stationarity, ergodicity, correlation functions, spectral densities, random inputs to linear systems; Gaussian processes.
Restrictions
made by Purdue students.