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. Prerequisites: Math 20D and either Math 20F or Math 31AH, and Math 109, and Math 180A, or consent of instructor. (W)

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

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December 17, 2014