MSM 504 - Theory/Prob & Stoc Proc I

Institution:

University of Rochester

Subject:

Description:

The course will study probability spaces; univariate and multivariate distributions; moments; transforms and generating functions; univariate and multivariate central limit theorems; Markov chains and processes in discrete and continuous time; autoregressive and moving average time series; Poisson process; Wiener process; discrete and continuous time renewal theory; and properties of Markov chains.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.rochester.edu

Phone Number:

(888) 822-2256

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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