Introduction to Stochastic Processes-Tai Melcher

Tai Melcher


课程介绍

Topics in probability selected from Random walks, Markov processes, Brownian motion, Poisson processes, branching processes, stationary time series, linear filtering and prediction, queuing processes, and renewal theory. Prerequisite: MATH 3100 or APMA 3100; and a knowledge of matrix algebra


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Intro to Stochastic Processes Prerequisite: MATH3100 not very interesting but a useful class in financial math/ Prof: Tai Melcher she is not very good at proof but a nice lady"