Spring 2012 MATH C223B 001 LEC

Stochastic Processes
Schedule: 
SectionDays/TimeLocationInstructorCCN
001 LECTuTh 1230-2P 344 EVANSEVANS, S N54515
Units/CreditFinal Exam GroupEnrollment
3NONELimit:15 Enrolled:6 Waitlist:0 Avail Seats:9 [on 05/03/12]

Note: "Gaussian stochastic processes: characterizations of Gaussian measures; inequalities (Slepian's inequality, FKG inequalities, convexity inequalities, Poincare and log Sobolev inequalities, Isoperimetric inequalities); series expansions (reproducing kernel Hilbert spaces, Ito-Nisio theorem, Karhunen-Loeve expansion, Cameron-Martin theorem and equivalence of measures); Wiener chaos; random matrices; Markov process local times." - Cross-listed with Statistics C206B

Additional Information: 

Notes:Stein's Method and Applications" - Cross-listed with Statistics C206B section 1. Topics include approximation by the normal, Poisson and exponential distributions, concentration inequalities and local limit theorems. Required background is a graduate course in probability at the level of Statistics 204 or C205A/B.