PROBABILITY AND STOCHASTIC PROCESSES II
Auburn University
CourseMATH 5680
Multivariate distributions. Central Limit Theorem, Laplace transforms, convolutions, simulation, renewal processes, Continuous-time Markov Chains, Markov renewal and semi-regenerative processes, Brownian motion and diffusion. Credit will not be given for both MATH 5680 and STAT 5680.
- Credits
3 credits
- Course Code
MATH 5680