STATS218

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Introduction to Stochastic Processes II

Statistics H&S - Humanities & Sciences

Course Description

Renewal theory, Brownian motion, Gaussian processes, second order processes, martingales.Prerequisites: STATS 118, STATS 217. See https://statistics.stanford.edu/course-equiv for equivalent courses in other departments that satisfy these prerequisites.

Grading Basis

ROP - Letter or Credit/No Credit

Min

3

Max

3

Course Repeatable for Degree Credit?

No

Course Component

Discussion

Enrollment Optional?

Yes

Course Component

Lecture

Enrollment Optional?

No

Does this course satisfy the University Language Requirement?

No

Courses

STATS218 is a antirequisite for:

Programs

STATS218 is a completion requirement for:
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