This course will cover topics in probability and statistics not discussed in other courses. Possible subjects include: large deviation theory, stochastic calculus and Ito’s formula, stochastic coupling and convergence rates, asymptotic techniques in probability and statistics, and advanced Markov chain algorithms. Weekly hours: 3 Lecture hours and 1 Practicum/Lab hoursPrerequisite(s): Permission of the instructor. Note: Students may take this course more than once for credit provided that the topics covered in each offering differ substantially. Students must consult the Department to ensure that the topics covered are different.
This course will cover topics in probability and statistics not discussed in other courses. Possible subjects include: large deviation theory, stochastic calculus and Ito’s formula, stochastic coupling and convergence rates, asymptotic techniques in probability and statistics, and advanced Markov chain algorithms. Weekly hours: 3 Lecture hours and 1 Practicum/Lab hoursPrerequisite(s): Permission of the instructor. Note: Students may take this course more than once for credit provided that the topics covered in each offering differ substantially. Students must consult the Department to ensure that the topics covered are different.
