Nov 03, 2024  
2018-2019 Cal State East Bay Catalog 
    
2018-2019 Cal State East Bay Catalog [ARCHIVED CATALOG]

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STAT 675 - Advanced Stochastic Processes and Simulation


Units: 2
Theory of stochastic models, Markov chains: classification, limiting behavior, Continuous-time Markov processes. Poisson, birth-death, Simulations of processes and probability modeling. Monte Carlo integration, Gibbs sampling. Use of statistical software. May include: additional limit theorems, queues, renewal theory, applications.

Prerequisites: STAT 620.
Equivalent Quarter Course: STAT 6310.
Possible Instructional Methods: Entirely On-ground.
Grading: A-F grading only.



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