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

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 2022 Statistics 7540 syllabus for instructor Herbei [pdf]357.4 KB

Spring 2021 Statistics 7540 syllabus for instructor Critchlow [pdf]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]

[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