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161.303 Probability and Random Processes (15 credits)
The principles of the theory of probability and its applications. Topics include the axioms of probability, conditional probability and independence of events; random variables and their properties; laws of large numbers and central limit theorem; simulation of random variables; theory and applications of random processes, including time series, Markov chains, the Poisson process and Brownian motion.
(160.101 or 160.102 or 160.105) and (161.122 or 161.220)
General Prerequisite: At least 45 credits from 200 level.
There are no offerings currently available for this course
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