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.

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

Spring 2026 Statistics 7540 syllabus for instructor Sivakoff.docx (opens in a new window)153.31 KB

Spring 2025 Statistics 7540 syllabus for instructor Sivakoff.docx (opens in a new window)151.02 KB

Spring 2024 STAT 7540 syllabus for instructor Sivakoff.pdf (opens in a new window)217.36 KB

Spring 2023 Statistics 7540 syllabus for instructor Sivakoff [pdf] (opens in a new window)327.39 KB

Spring 2022 Statistics 7540 syllabus for instructor Herbei [pdf] (opens in a new window)357.4 KB

Spring 2021 Statistics 7540 syllabus for instructor Critchlow [pdf] (opens in a new window)278.59 KB

SP20 STAT 7540 Critchlow [pdf]

SP19 STAT 7540 Sivakoff [pdf]

SP18 STAT 7540 Critchlow [pdf]

SP17 STAT 7540 Critchlow [pdf]

SP16 STAT 7540 Herbei [pdf]

SP15 STAT 7540 Critchlow [pdf]

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STAT 7540: Theory of Stochastic Processes

Recent Syllabi

Semester(s) Offered: