STAT 531 - Stochastic Processes

Institution:

University of Pennsylvania

Subject:

Description:

Pemantle. Prerequisite(s): STAT 530. Markov chains, Markov processes, and their limit theory. Renewal theory. Martingales and optimal stopping. Stable laws and processes with independent increments. Brownian motion and the theory of weak convergence. Point processes.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.upenn.edu

Phone Number:

(215) 898-5000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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