STAT 31300 - Introduction to Stochastic Processes II

Institution:

University of Chicago

Subject:

Description:

PQ: STAT 31200 or consent of instructor. This course is a sequel to STAT 31200. Topics include continuous-time Markov chains, Markov chain Monte Carlo, discrete-time martingales, and Brownian motion and diffusions. The emphasis is on defining the processes and calculating or approximating various related probabilities. The measure theoretic aspects of these processes are not covered rigorously. Spring.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

WWW.UCHICAGO.EDU

Phone Number:

(773) 702-1234

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Quarter

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