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- stat-401 - stochastic-processes
Northern Illinois University Course Info
Dekalb, Illinois
Course Info
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STAT 401
Stochastic Processes
Review of probabilistic tools including conditioning for joint distributions. Random sums. Finite-dimensional properties of discrete-time Markov chains. Homogeneous, and non-homogeneous, Poisson and compound Poisson processes. Thinning and summing of independent Poisson processes. Brownian motion processes. Introduction to the SDE and Itos lemma
Units: 4.0
Prerequisites:
ACSC 400X - Probability
or
STAT 400 - Probability