| Class Id | 9250 |
| Days | MW |
| Start time | 01:30 PM |
| End time | 02:50 PM |
| Building | LEWLI |
| Room | 122 |
| Course Id | 4119 |
| Dept and Number | 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. |
| Professor | Yakov G. Sinai |