UGA Bulletin Logo

Introduction to Probability Theory II


Course Description

Central limit theorems, random walks, Markov chains and processes, Brownian motion, branching and renewal processes, diffusion processes and queueing processes and applications.

Additional Requirements for Graduate Students:
Additional theoretical problems will be assigned to graduate students.


Athena Title

INTR PROBABILITY II


Equivalent Courses

Not open to students with credit in STAT 8170


Prerequisite

STAT 4710/6710


Semester Course Offered

Not offered on a regular basis.


Grading System

A - F (Traditional)


Course Objectives

This course continues the non-measure-theoretic introduction to probability offered by STAT 4/6710 and proceeds into the area of stochastic processes. Students are introduced to the basic ideas of stochastic processes and study the most commonly used classes of processes in applications. Students will learn the theory of stochastic processes and will gain an understanding of their usefulness both as direct models of real-world phenomena and as components of statistical modeling and theory.


Topical Outline

Central limit theorems, random walks, Markov chains and processes, Brownian motion, branching and renewal processes, diffusion processes, queuing processes, and applications.