Course Descriptions

The Course Descriptions catalog describes all undergraduate and graduate courses offered by Michigan State University. The searches below only return course versions Fall 2000 and forward. Please refer to the Archived Course Descriptions for versions prior to Fall 2000.

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STT 882  Theory of Probability II

Semester:
Spring of every year
Credits:
Total Credits: 3   Lecture/Recitation/Discussion Hours: 3
Recommended Background:
STT 881
Description:
Conditional expectation, martingales, stationary processes. Brownian motion, convergence in distribution, and the invariance principle.
Effective Dates:
SPRING 1995 - FALL 2013


STT 882  Theory of Probability II

Semester:
Spring of every year
Credits:
Total Credits: 3   Lecture/Recitation/Discussion Hours: 3
Prerequisite:
STT 881
Restrictions:
Open to doctoral students in the Statistics major or approval of department.
Description:
Random walks, transcience and recurrence. Martingales, martingale convergence theorem, Doob's inequality, optional stopping theorem. Stationary processes and Ergodic theorem. Brownian motion. Kolmogorov's continuity theorem, strong Markov property, the reflection principle, martingales related to Brownian motion. Weak convergence in C([0,1]) and D([0,1]), Donsker's invariance principle, empirical processes.
Effective Dates:
SPRING 2014 - Open