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- math-6242 - probability-ii
Georgia Institute of Technology-Main Campus Course Info
Atlanta, Georgia•
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Course Info
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MATH 6242
Probability II
Develops the probability basis requisite in modern statistical theories and stochastic processes. Topics of this course include results for sums of independent random variables, Markov processes, martingales, Poisson processes, Brownian motion, conditional probability and conditional expectation, and topics from ergodic theory. Second of two classes.
Units: 3.0