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Theory of Stochastic Processes

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.
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]

SP16 STAT 7540 Herbei [pdf]

SP15 STAT 7540 Critchlow [pdf]


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Semester(s) Offered:

Spring