STAT 6630 - Introduction of Stochastic Processes (not offered in 2024-25)
Course Name:
Introduction of Stochastic Processes
Course Code:
STAT 6630
Course Credits:
4
Level:
Graduate
Prerequisites:
None
Course Description:
This course aims to give students a broad overview of the main concepts in the theory of probability and stochastic processes. It will provide students with solid grounding in modern probabilistic and statistical methods.
Content:
Main notions of Probability Theory; Poisson Process; Renewal Process; Markov Chains; Martingales; Brownian Motion Process
Assessment:
The course assessment has two components consisting of coursework (40%) and final exam (60%)
One in-course test – 20% of overall grade;
One Written assignment – 20% of overall grade;
Final exam– 60% of overall grade.