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

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=== Prerequisite ===
 
=== Prerequisite ===
[[Math 214]] or equivalent.
+
[[Math 543.
  
=== Description ===
+
=== Recommended ===
Probability theory and its applications.  Topics include random variables,
+
[[Math 341]], [[Math 342|342]], Stat 441(?); or equivalents.
independence and conditioning, laws of large numbers, random walks, martingales, Markov chains, renewal processes, ergodic theorems, Brownian motion, and stochastic integration.
+
  
 +
=== 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 ==
 
== Desired Learning Outcomes ==
  

Revision as of 12:32, 4 June 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