2011-2012 2012-2013 2013-2014 2014-2015 2015-2016
Browse
by subject...
    Schedule
view...
 

1 - 3 of 3 results for: MATH 230B: Theory of Probability

MATH 230B: Theory of Probability (STATS 310B)

Conditional expectations, discrete time martingales, stopping times, uniform integrability, applications to 0-1 laws, Radon-Nikodym Theorem, ruin problems, etc. Other topics as time allows selected from (i) local limit theorems, (ii) renewal theory, (iii) discrete time Markov chains, (iv) random walk theory,nn(v) ergodic theory. Prerequisite: 310A or MATH 230A.
Terms: Win | Units: 2-3 | Grading: Letter or Credit/No Credit

MATH 230C: Theory of Probability (STATS 310C)

Continuous time stochastic processes: martingales, Brownian motion, stationary independent increments, Markov jump processes and Gaussian processes. Invariance principle, random walks, LIL and functional CLT. Markov and strong Markov property. Infinitely divisible laws. Some ergodic theory. Prerequisite: 310B or MATH 230B.
Terms: Spr | Units: 2-4 | Grading: Letter or Credit/No Credit

STATS 310C: Theory of Probability (MATH 230C)

Continuous time stochastic processes: martingales, Brownian motion, stationary independent increments, Markov jump processes and Gaussian processes. Invariance principle, random walks, LIL and functional CLT. Markov and strong Markov property. Infinitely divisible laws. Some ergodic theory. Prerequisite: 310B or MATH 230B.
Terms: Spr | Units: 2-4 | 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