Class Id: 9250
Days: MW
Start Time: 01:30 PM
End Time: 02:50 PM
Building: LEWLI
Room: 122
Course Id: 4119
Departments and Numbers: MAT 391
Area:
Title: Random Processes
Description: (1) Wiener measure. (2) Stochastic differential equations. (3) Markov diffusion processes. (4) Linear theory of stationary processes. (5) Ergodicity, mixing, central limit theorem of processes, Gibbs random field. If time permits, the theory of products of random matrices and PDE with random coefficients will be discussed.
Prerequisites: MAT 390.
Professors: Yakov G. Sinai
Click here to do another class search
Created by Bob Dondero.