Difference between revisions of "Math 544: Advanced Probability 2"

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=== Description ===
 
=== Description ===
Advanced concepts in modern probability.  Convergence theorems and laws of large numbers.  Stationary processes and ergodic theorems.  Martingales.  Diffusion processes and stochastic integration.
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Advanced concepts in modern probability.  (C?) onvergence theorems and laws of large numbers.  Stationary processes and ergodic theorems.  Martingales.  Diffusion processes and stochastic integration.
 
== Desired Learning Outcomes ==
 
== Desired Learning Outcomes ==
  

Revision as of 11:18, 30 December 2009

Catalog Information

Title

Advanced Probability 2.

Credit Hours

3

Prerequisite

Math 543.

Recommended

Math 341, 342, Stat 441(?); or equivalents.

Description

Advanced concepts in modern probability. (C?) onvergence theorems and laws of large numbers. Stationary processes and ergodic theorems. Martingales. Diffusion processes and stochastic integration.

Desired Learning Outcomes

Prerequisites

Minimal learning outcomes

Additional topics

Courses for which this course is prerequisite