STOCHASTIC PROCESSES

STA 961

Conditional probabilities and Radon-Nikodym derivatives of measures; tightness and weak convergence of probability measures, measurability and observability. Markov chains, Brownian motion, Poisson processes. Gaussian processes, birth-and-death processes, and an introduction to continuous-time martingales. Instructor: Wolpert

Day / Time: 

TuTh 10:05 AM-11:20 AM

Location: 

Old Chem 025

Instructor: 

Tokdar, Surya

Section: 

01