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.
Trimestres : Automne 2015
Charg茅s de cours : Psaromiligkos, Ioannis (Fall)