Applied Stochastic Processes

STAT 6540: Applied Stochastic Processes

An introduction to some of the most commonly encountered stochastic processes. Goals include understanding basic theory as well as applications. Students should be familiar with basic probability, including conditional probability and expectation.
Prereq: 6301 (610) or equiv, or permission of instructor. Not open to students with credit for 632.
Credit Hours

Recent Syllabi

SP20 STAT 6540 Lin [pdf]

SP19 STAT 6540 Lin [pdf]

SP18 STAT 6540 Lin [pdf]

SP17 STAT 6540 Lin [pdf]

AU15 STAT 6540 Peruggia [pdf]

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