STATS 526 - Discrete State Stochastic Processes
Section: 002
Term: WN 2018
Subject: Statistics (STATS)
Department: LSA Statistics
Credits:
3
Requirements & Distribution:
BS
Waitlist Capacity:
40
Advisory Prerequisites:
MATH 525 or STATS 525 or EECS 501.
BS:
This course counts toward the 60 credits of math/science required for a Bachelor of Science degree.
Repeatability:
May not be repeated for credit.
Primary Instructor:

This is a course on the theory and applications of stochastic processes, mostly on discrete state spaces. It is a second course in probability which should be of interest to students of mathematics and statistics as well as students from other disciplines in which stochastic processes have found significant applications.

For more information on this course, please visit the Department of Mathematics webpage

STATS 526 - Discrete State Stochastic Processes
Schedule Listing
001 (LEC)
P
12066
Closed
0
 
3
TuTh 8:30AM - 10:00AM
Note: FIN ENGINEERS, AIM AND ACTU/FIN MATH STUDENTS ONLY. STUDENTS SHOULD ADD THEMSELVES TO THE WAITLIST. THE LAST 1/2 HOUR OF EACH MEETING IS OPTIONAL.
002 (LEC)
P
19796
Closed
0
 
1
TuTh 10:00AM - 11:30AM
Note: FIN ENGINEERS, AIM AND ACTU/FIN MATH STUDENTS ONLY. STUDENTS SHOULD ADD THEMSELVES TO THE WAITLIST.
003 (LEC)
P
25536
Closed
0
 
2
TuTh 11:30AM - 1:00PM
NOTE: Data maintained by department in Wolverine Access. If no textbooks are listed below, check with the department.


ISBN: 9781461436140
Essetnials of stochastic processes., Author: Rick Durrett., Publisher: Springer 2. ed.
Required
ISBN: 9781118122372
Probability and measure : anniversary edition, Author: Patrick Billingsley., Publisher: Wiley 3. ed., an 2012
Optional
ISBN: 9780471120629
Stochastic processes., Author: Sheldon M. Ross., Publisher: Routledge. 2nd ed. 1999
Optional
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