Note: This is the 2024鈥�2025 eCalendar. Current program and course information is now found in the 91吃瓜 Course Catalogue at .
Vue d'ensemble
G茅nie 茅lectrique : Multivariate Gaussian distributions; finite-dimensional mean-square estimation (multivariate case); principal components; introduction to random processes; weak stationarity: correlation functions, spectra, linear processing and estimation; Poisson processes and Markov chains: state processes, invariant distributions; stochastic simulation.
Terms: Automne 2024
Instructors: Mahajan, Aditya (Fall)
