2013-2014 2014-2015 2015-2016 2016-2017 2017-2018
Browse
by subject...
    Schedule
view...
 

1 - 1 of 1 results for: STATS219

STATS 219: Stochastic Processes (MATH 136)

Introduction to measure theory, Lp spaces and Hilbert spaces. Random variables, expectation, conditional expectation, conditional distribution. Uniform integrability, almost sure and Lp convergence. Stochastic processes: definition, stationarity, sample path continuity. Examples: random walk, Markov chains, Gaussian processes, Poisson processes, Martingales. Construction and basic properties of Brownian motion. Prerequisite: STATS 116 or MATH 151 or equivalent. Recommended: MATH 115 or equivalent. http://statweb.stanford.edu/~adembo/math-136/
Terms: Aut | Units: 3 | Grading: Letter or Credit/No Credit
Filter Results:
term offered
updating results...
number of units
updating results...
time offered
updating results...
days
updating results...
UG Requirements (GERs)
updating results...
component
updating results...
career
updating results...
© Stanford University | Terms of Use | Copyright Complaints