Difference between revisions of "Math 544: Advanced Probability 2"
From MathWiki
| Line 8: | Line 8: | ||
=== Prerequisite === | === Prerequisite === | ||
| − | [[Math 543. | + | [[Math 543]]. |
=== Recommended === | === Recommended === | ||
| Line 14: | Line 14: | ||
=== 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. |
== Desired Learning Outcomes == | == Desired Learning Outcomes == | ||
Revision as of 12:16, 30 December 2009
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.
