Prerequisite: MA 421 and MA 425 or MA 511
Modern introduction to Probability Theory and Stochastic Processes. The choice of material is motivated by applications to problems such as queueing networks, filtering and financial mathematics. Topics include: review of discrete probability and continuous random variables, random walks, markov chains, martingales, stopping times, erodicity, conditional expectations, continuous-time Markov chains, laws of large numbers, central limit theorem and large deviations.
| SECTION | INSTRUCTOR | BUILDING | TIME | DAYS | AVAILABILITY | ENROLLMENT |
|---|---|---|---|---|---|---|
| 001 | Kang,Min Jeong | 02229 SAS Hall | 04:30PM-05:45PM | TTh | AVAILABLE | 10/10 - Closed |
