Course Schedule - Spring Semester 2024

     

Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).
Additional information available here.

STAT 552 001 (CRN: 24005)

APPLIED STOCHASTIC PROCESSES

Long Title: APPLIED STOCHASTIC PROCESSES
Department: Statistics
Instructor: Pang, Guodong
Meeting: 2:00PM - 3:15PM MW (8-JAN-2024 - 19-APR-2024) 
Part of Term: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Language of Instruction: Taught in English
Method of Instruction: Face to Face
Credit Hours: 3
Course Syllabus:
Course Materials: Rice Campus Store
 
Restrictions:
Must be enrolled in one of the following Level(s):
Graduate
Prerequisites: STAT 518 OR CMOR 500
Section Max Enrollment: 30
Section Enrolled: 14
Total Cross-list Max Enrollment: 30
Total Cross-list Enrolled: 24
Enrollment data as of: 26-JUN-2024 8:03AM
 
Additional Fees: None
 
Final Exam: GR Course-Dept Schedules Exam
 
Description: This course covers the theory of some of the most frequently used stochastic processes in application: Poisson and renewal processes, discrete-time and continuous-time Markov chains, martingales, Brownian motion and diffusion processes. Cross-list: CMOR 554.