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Viewing: STAT 6213 : Intermediate Probability and Stochastic Processes

Last approved: Mon, 03 Jul 2017 08:04:20 GMT

Last edit: Thu, 29 Jun 2017 15:24:52 GMT

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Columbian College of Arts and Sciences
Statistics (STAT)
STAT
6213
Intermediate Probability and Stochastic Processes
Intermed Probability/Stochatic
Fall 2017
3
Course Type
Lecture
Default Grading Method
Letter Grade

No
No
STAT 6201 and STAT 6202
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Term(s) Offered

Are there Course Equivalents?
No
 
No
Fee Type


No


Discrete and continuous random variables and their distributions, conditional distributions and conditional expectation, generating functions and their applications, convergence of random variables; introduction to Brownian motion, homogeneous and nonhomogeneous Poisson processes and martingales.
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Key: 9138