STATS 620 - Applied Probability and Stochastic Modeling
Section: 001
Term: WN 2018
Subject: Statistics (STATS)
Department: LSA Statistics
Waitlist Capacity:
Advisory Prerequisites:
STATS,MATH 451, STATS 425, and 426 or equivalent courses in probability, statistics and real analysis.
May be repeated for a maximum of 6 credit(s).
Primary Instructor:

Basics of probability at an advanced level. Specific topics include: discrete probability spaces, the weak law of large numbers, the de Moivre-Laplace theorems, classes of sets, algebras, measures, extension of measures, countable additivity and Lebesgue and product measures. Also: measurable functions, random variables, conditional probability, independence, the Borel-Cantelli lemmas and the zero-one law. The course will additionally cover: integration, convergence theorems, inequalities, Fubini's theorem, the Radon-Nikodym theorem, distribution functions, expectations, and the strong law of large numbers.

STATS 620 - Applied Probability and Stochastic Modeling
Schedule Listing
001 (LEC)
11STATS PhD only
TuTh 11:30AM - 1:00PM
NOTE: Data maintained by department in Wolverine Access. If no textbooks are listed below, check with the department.

ISBN: 9781461267386
Adventures in stochastic processes., Author: Resnick, Sidney I., Publisher: Birkhauser 2014
ISBN: 1848168322
Introduction to stochastic calculus with applications, Author: Klebaner, Fima C., Publisher: Imperial College Press 2012
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