UCSD Catalog Entry for Math 180B

Math 180B. Introduction to Stochastic Processes I (4)

Random vectors, multivariate densities, covariance matrix, multivariate normal distribution. Random walk, Poisson process. Other topics if time permits. Three lectures. Prerequisites: Math. 20D (or 21D), Math. 20F, and Math. 180A. (W)

[From the Mathematics section of the online UCSD Catalog.]

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December 16, 2009