Difference between revisions of "Math 544: Advanced Probability 2"
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Revision as of 15:55, 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.
Desired Learning Outcomes
Prerequisites
This course has Math 543 as a prerequisite, so it can build on the work done in that class.
Minimal learning outcomes
Additional topics
Courses for which this course is prerequisite
None