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.]
Back to the Math 180B Homepage.
December 16, 2009