Filters

STT 882 taught by V Mandrekar (Course & Instructor) - Grade Details

(with breakdown by semester)

Course Title: Theory of Probability II

Course 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.


Spring 2015

Average Grade - 3.625
Median Grade - 4.0
16 total students


Advertisements