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

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=== Description === | === Description === | ||

− | Advanced concepts in modern probability. | + | 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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== Desired Learning Outcomes == | == Desired Learning Outcomes == | ||

## Revision as of 14:06, 17 July 2010

## Contents

## Catalog Information

### Title

Advanced Probability 2.

### Credit Hours

3

### Prerequisite

### Recommended

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

### Description

Advanced concepts in modern probability. Convergence theorems and laws of large numbers. Stationary processes and ergodic theorems. Martingales. Diffusion processes and stochastic integration.