Spring 2018 MATH C223B 001 LEC

Advanced Topics in Probablity and Stochastic Processes
Schedule: 
SectionDays/TimesLocationInstructorClass
001 LECTuTh 09:30AM - 10:59AMEvans 344James W Pitman26729
UnitsEnrollment Status
3Open
Additional Information: 

Prerequisites:  Stat 205/Math 218 AB

Description:   

Selected topics in stochastic processes, including...

Brownian motion and Levy Processes
Fluctuation theory
Point processes
Random measures
Markovian excursion theory
Brownian local times
Path transformations 
Bessel processes
Random partitions
Applications to Bayeian inference and Machine Learning

Office: 

Office Hours:   

Required Text:   Reading and problems from Kallenberg's Foundations of Modern Probability Theory, my Combinatorial Stochastic Processes and other sources.

Recommended Reading: 

Grading: Letter grade.

Homework: 

Course Webpage: