Course Description Course Description
| Statistical Sciences 452a/b Stochastic Processes |
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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. |
| Academic Calendar |
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