Difference between revisions of "Math 544: Advanced Probability 2"
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| Line 8: | Line 8: | ||
=== Prerequisite === | === Prerequisite === | ||
| − | [[Math | + | [[Math 543. |
| − | === | + | === Recommended === |
| − | + | [[Math 341]], [[Math 342|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 == | == Desired Learning Outcomes == | ||
Revision as of 13:32, 4 June 2009
Contents
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.
