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School Tool » »
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Name of course :
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Probability and Stochastic Processes II
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Description :
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Fundamental mathematical results of probabilistic measure theory needed for advanced applications in stochastic processes. Probability measures, sigma-algebras, random variables, Lebesgue integration, expectation and conditional expectations w.r.t.sigma algebras, characteristic functions, notions of convergence of sequences of random variables, weak convergence of measures, Gaussian systems, Poisson processes, mixing properties, discrete-time martingales, continuous-time markov chains.
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Prerequisites :
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MA(ST) 546
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Corequisites :
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Comments :
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Average GPA of classes in course :
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Std. dev. of classes in course :
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Percentile within all courses :
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%
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%
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Spring 2010
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Spring 2006
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Spring 2005
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Spring 2004
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Spring 2003
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Spring 2002
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