PROBABILITY AND STOCHASTIC PROCESSES II
Auburn University
CourseMATH 6680
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 6680 and STAT 6680.
- Credits
3 credits
- Course Code
MATH 6680