STAT 7540: Theory of Stochastic Processes
Markov chains, ergodicity, Poisson process, martingales, Brownian motion, Gaussian processes, diffusion processes. Intended primarily for students in the PhD program in Statistics or Biostatistics.
Prereq: 7201, or permission of instructor. Not open to students with credit for 832.
Prereq: 7201, or permission of instructor. Not open to students with credit for 832.
Credit Hours
3
Typical semesters offered are indicated at the bottom of this page. For confirmation check the Schedule of Classes list on the Registrar's website.
Recent Syllabi
SP20 STAT 7540 Critchlow [pdf]
SP19 STAT 7540 Sivakoff [pdf]
SP18 STAT 7540 Critchlow [pdf]
SP17 STAT 7540 Critchlow [pdf]
SP15 STAT 7540 Critchlow [pdf]
[pdf] - Some links on this page are to Adobe .pdf files requiring the use of Adobe Reader. If you need them in a more accessible format, please contact webmaster@stat.osu.edu.
Semester(s) Offered:
Spring
