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2012 Spring - MATH
Subj Cat# Class# Sect Course
MATH 256 3190 1 Stochastic Processes
Description
Continuation of Math 251. Properties of independent and dependent random variables, conditional expectation. Topics chosen from Markov processes, second order processes, stationary processes, ergodic theory, Martingales, and renewal theory. Prerequisite: Math 251 or permission of instructor.