EC ENGR 241A
Stochastic Processes
Description: Lecture, four hours; discussion, one hour; outside study, seven hours. Requisite: course 131A. Review of basic probability, axiomatic development, expectation, convergence of random processes: stationarity, power spectral density. Response of linear systems to random inputs. Basics of estimation. Special random processes, Markov processes, martingales, etc. Letter grading.
Units: 4.0
Units: 4.0
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Most Helpful Review
Fall 2024 - The Fall 2024 iteration of the class was well paced (based on the Fall 2023 lecture notes the professor uploaded). The lectures were engaging - every concept was explained with clear examples. Furthermore, all lectures were recorded and available always. The professor encourages participation and is very friendly and patient. The professor is very reasonable wrt deadlines and hw drops and the overall workload (hw assignments) were of reasonable length and difficulty. The midterm exam was particularly tricky, but the final was very fair. All tests are curved, so if you pay attention to the lectures, you should at least get an A-. Contrary to what the other negative review tells you, this is a class that you SHOULD take with Prof. Yang, and most definitely NOT with Prof. Diggavi.
Fall 2024 - The Fall 2024 iteration of the class was well paced (based on the Fall 2023 lecture notes the professor uploaded). The lectures were engaging - every concept was explained with clear examples. Furthermore, all lectures were recorded and available always. The professor encourages participation and is very friendly and patient. The professor is very reasonable wrt deadlines and hw drops and the overall workload (hw assignments) were of reasonable length and difficulty. The midterm exam was particularly tricky, but the final was very fair. All tests are curved, so if you pay attention to the lectures, you should at least get an A-. Contrary to what the other negative review tells you, this is a class that you SHOULD take with Prof. Yang, and most definitely NOT with Prof. Diggavi.
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