Subject:
Statistics (STAT)
Catalog number:
902
Unit weight:
0.50
Meet type:
LEC
Grading basis:
NUM
Cross-listing(s):
N/A
Requisites:
Antireq: ECE 780
Description:
Review of conditioning on sigma-fields; martingale theory (discrete and continuous-time) and applications; counting processes; Brownian motion; stochastic differential and integral equations and applications; general theory of Markov processes (including martingale problems and semigroup theory), diffusions; weak convergence of stochastic processes on function spaces; functional versions of the central limit theorem and strong laws; convergence of empirical processes.
Topic titles:
N/A
Faculty:
Mathematics (MAT)
Academic level:
GRD
Course ID:
003102
