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:
3.0
Typical Offerings: every SP
Recent Syllabi
SP18 STAT 7540 Critchlow [pdf]
SP17 STAT 7540 Critchlow [pdf]
SP15 STAT 7540 Critchlow [pdf]
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