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 additional information.

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MTH 925 Random Variables and Stochastic Processes

Semester:
Fall of every year
Credits:
Total Credits: Credits: 3   Lecture/Recitation/Discussion Hours:3
Restrictions:
Open to doctoral students in the College of Natural Science or approval of department.
Description:
Introduction to measure-theoretic probability theory. Topics include infinite product spaces, Kolomogorov extension theorem, Borel Cantelli Lemma, law of large numbers, central limit theorem, conditioning, filtrations, martingales, Markov chains, Wiener process.
Effective Dates:
FS16 - US24

MTH 925 Random Variables and Stochastic Processes

Semester:
Fall of every year
Credits:
Total Credits: Credits: 3   Lecture/Recitation/Discussion Hours:3
Restrictions:
Open to graduate students in the Applied Mathematics Major or in the Industrial Mathematics Major or in the Mathematics Major or approval of department.
Description:
Introduction to measure-theoretic probability theory. Topics include infinite product spaces, Kolomogorov extension theorem, Borel Cantelli Lemma, law of large numbers, central limit theorem, conditioning, filtrations, martingales, Markov chains, Wiener process.
Effective Dates:
FS24 - Open