May 27, 2024  
2023-2024 Graduate Catalog 
    
2023-2024 Graduate Catalog

STAT 601 - Stochastic Processes


Markov chains and processes. Brownian motion and Gaussian processes. Point processes and renewal processes. Martingales and weakly dependent stochastic processes. Convergence of stochastic processes.

Prerequisites & Notes
PRQ: STAT 600 or consent of department.

Credits: 3