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Advanced Probability and Stochastic Processes
STAT 7345
School of Natural Sciences and Mathematics
Taught as a continuation of STAT 6344. Exponential probability inequalities. Large deviation theory. Martingales, sub- and supermartingales, random walk, Markov chains, Yule and Poisson processes, the general birth and death process, shot noise, branching processes, renewal processes, Brownian motion and diffusion, stationary processes, and the empirical process. Selected other topics. 3 credit hours.
Prerequisite: STAT 6344.
Offering Frequency: Every two years
Grades: 15
Median GPA: A
Mean GPA: 3.868
Click a checkbox to add something to compare.
Advanced Probability and Stochastic Processes
STAT 7345
School of Natural Sciences and Mathematics
Taught as a continuation of STAT 6344. Exponential probability inequalities. Large deviation theory. Martingales, sub- and supermartingales, random walk, Markov chains, Yule and Poisson processes, the general birth and death process, shot noise, branching processes, renewal processes, Brownian motion and diffusion, stationary processes, and the empirical process. Selected other topics. 3 credit hours.
Prerequisite: STAT 6344.
Offering Frequency: Every two years
Grades: 15
Median GPA: A
Mean GPA: 3.868
Click a checkbox to add something to compare.