STA447 Stochastic Processe
Instructor: Omidali (Omid) Aghababaei Jazi
Course Overview:
Discrete and continuous time processes with an emphasis on Markov, Gaussian and renewal processes. Martingales and further limit theorems. A variety of applications taken from some of the follow- ing areas are discussed in the context of stochastic modeling: Information Theory, Quantum Mechanics, Statistical Analyses of Stochastic Processes, Population Growth Models, Reliability, Queuing Models, Stochastic Calculus, Sim- ulation (Monte Carlo Methods).
Recommend Textbook:
- A First Look at Stochastic Processes, by J.S. Rosenthal, 2019.