ELEC 5627 - Stochastic Point Processes

Presents modeling physical phenomena characterized by highly localized events distributed randomly in a continuum. Applications include optical communications, queuing theory, decision theory, nuclear medicine and electron microscopy. Topics include Poisson counting processes and its generalizations; stochastic differential equations used in filtering; martingales and Brownian motion. Prereq: ELEC 3817 or ELEC 5617. Semester Hours: 3 to 3