STAT 251 - bG /math 251b,Stochastic Processes

Institution:

Yale University

Subject:

Description:

Staff mw1-2.15 QR (0) Introduction to the study of random processes, including Markov chains, Markov random fields, martingales, random walks, Brownian motion, and diffusions. Techniques in probability, such as coupling and large deviations. Applications to image reconstruction, Bayesian statistics, finance, probabilistic analysis of algorithms, and genetics and evolution. After stat 241a or equivalent.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.yale.edu

Phone Number:

(203) 432-4771

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Semester

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