Prob Thry/Stochastic Pro

Catalog description

Principles and applications of the theory of Probability and Stochastic Processes emphasizing modeling, analyzing, and predicting random phenomena across multiple disciplines. Specifically, Bayes' Theorem, Distributions and their properties, Markov Chains, Chapman-Kolmogorov Equations, Branching Processes, Martingales and Brownian Motion will be discussed.