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Oct 03, 2024
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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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