Advanced Stochastic Processes

MATH8007, Fall semester, 2020

Instructor: Yizao Wang
Email: yizao.wang@uc.edu
Office: 4302 French Hall

Teaching mode

Course description

The course will cover a series of classical stochastic models, and emphasize on the analysis of their asymptotic behaviors (limit theorems).

Lecture notes are available on Canvas. There will be minor updates as semester goes (do not print them all at once).

Pre-req: Applied probability (MATH 6008) or equivalent would be helpful.

Grades

There will be 5-7 homework/project sets. No exams.

Tentative Schedule