DEPARTMENT OF STATIS TICS
COLLEGE OF ARTS & SCIENCES
330.972.6886 (TELEPHONE)
Course Description
3470:650
Advanced Probability and Stochastic Processes
Prerequisite:
3470:651 Probabilty and Statistics
3 credits
Course Description: Random walk, distributions, unlimited sequence of trails, laws
of large numbers, convolutions, branching processes, renewal theory, Markov chains,
time-dependence stochastic processes.
Course Topics:
Probability Spaces and Random Variables
Expectations and Independence
Bernoulli Processes and Sums of Independent Random Variables
Poisson Processes
Markov Chains
Limiting Behavior and Applications of Markov Chains
Potentials, Excessive Functions, and Optimal Stopping of Markov Chains
Markov Processes
Fall 2014