MENU: Probability and Stochastic Processes (311-1-51)
Instructors
Reza Gheissari
Meeting Info
Technological Institute M120: Mon, Wed, Fri 11:00AM - 11:50AM
Overview of class
Probability and Stochastic Processes is a three-quarter sequence in probability and stochastic processes requiring background in calculus but not measure theory. The first quarter is a careful introduction to probability spaces, random variables, independence, distributions, and generating functions culminating in the Central Limit Theorem. The second and third quarters largely concern stochastic processes, including discrete and continuous-time Markov chains, Markov Chain Monte Carlo methods, martingales, and diffusion processes. We will use the software package R for simulations (no prior knowledge of R is required.) This sequence covers more topics at a faster pace, and in greater depth than 310-1,2,3. Prerequisite: Math 291-3 or (234 and 300); or Department Consent. Math 320-1 or Math 321-1 recommended.
Class Materials (Required)
No textbooks required
Class Materials (Suggested)
No textbooks suggested
Class Attributes
Formal Studies Distro Area
Enrollment Requirements
Enrollment Requirements: Prerequisite: Students must have completed MATH 291-3; or MATH 300-0 and MATH 290-3 (or equivalent). Other students may register with consent of the department.
Prerequisite: Students must have completed MATH 291-3; or MATH 300-0 and MATH 290-3 (or equivalent). Other students may register with consent of the department.
Associated Classes
DIS - Technological Institute LG52: Tues 11:00AM - 11:50AM