Locha
Did anybody took a Math course about Random Variables and Stochastic Processes? How did you find it? I am taking it this semester and it's one of the most annoying courses i have ever had. I just wanted to take some opinions of people that could have taken it in college.
Cheers !!
rolf
what's a stochastic process?
Locha
It's a random variable but also changing with time ...
http://en.wikipedia.org/wiki/Stochastic_process
practo
I took it a few years ago and I'm not sure if it was the class itself or the professor, but it is still to this day the worst class I've ever taken, and the worst grade I've gotten in a course.
Good luck.
mesa177
Yep, I took stochastic processes and later on a course on optimization theory (I usually link them together because they were given by the same professor and were heavily dependent on probabilities). One of the easiest courses I took, it was simply an advanced version of a mathematics course at university. But then again, after taking convolution, especially in DSP, everything else seemed easier to me.
None the less, if you have some inquiries concerning the course material, don't hesitate to ask :)
arithma
Whenever you have a chance to learn annoying and difficult concepts in mathematics, savor the opportunity. That's my opinion.
I haven't taken this class before, but I really always bump into its concepts all over the place. You'd be at an advantage taking it at least to widen your perspective. I assume you already have taken differential equations. You can consider this class as its dual (what if we can't pin down the evolution of the system to strict equations...)
Of course, there's no shame in avoiding a bad class material or some professor for a little GPA bump if you need it. You can familiarise yourself with the material probably alone anyway.
