STAT 6680 - Probability And Stochastic Processes II

Institution:

Auburn University

Subject:

Description:

LEC. 3. Pr., STAT/MATH 6670. Multivariate distributions, Central Limit Theorem, Laplace transforms, convolutions, simulations, renewal processes Continuous-time Markov chains, Markov renewal and semi-regenerative processes, brownian motion and diffusion. Credit will not be given for both STAT 6680 and MATH 6680.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.auburn.edu

Phone Number:

(334) 844-4000

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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