Mathematics 597U - ST-Stochastic Processes & Sim

This is a second course in Probability, studying stochastic/random process, intended for majors in Applied Math, Statistics and related fields. Students are required to have some knowledge of Python, as we will cover simulation topics, including sampling of probability distributions, Monte Carlo algorithms, etc. A major focus of the course is on solving problems extending the scope of the lectures, developing analytical skills and probabilistic intuition. The course will cover the following topics in the core of the theory of Random and Stochastic Processes.

STATISTC 515