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MATH 6242 - Probability II |
Develops the probability basis requisite in modern statistical theories and stochastic processes. Topics of this course include results for sums of independent random variables, Markov processes, martingales, Poisson processes, Brownian motion, conditional probability and conditional expectation, and topics from ergodic theory. Second of two classes.
3.000 Credit hours 3.000 Lecture hours Grade Basis: ALP Sch/Mathematics Department Restrictions: May not be enrolled in one of the following Levels: Undergraduate Semester Must be enrolled in one of the following Campuses: Georgia Tech-Atlanta * Prerequisites: Graduate Semester level MATH 6241 Minimum Grade of D |
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