Course Description

Statistical Sciences 452a/b Stochastic Processes

Brownian motion, point processes, renewal processes, Markov processes with continuous states. Other topics including stationary Gaussian and non-Gaussian sequences, reliability theory. Various applications in finance, genetics and other areas.

Prerequisites: A minimum grade of "C" in Statistical Sciences 357a and in either Statistical Sciences 325a/b or the former Actuarial Science 325a/b.
3 lecture hours, half course.


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