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 15:06, 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.
