CIS 899 - PHD INDEPENDENT STUDY
For doctoral students studying a specific advanced subject area in computer and information science. The Independen t Study may involve coursework, presentations, and formally gradable work comparable to that in a CIS 500 or 600 level course. The Independent Study may also be used by doctoral students to explore research options with faculty, prior to determining a thesis topic. Students should discuss with the faculty supervisor the scope of the Independent Study, expectations, work involved, etc. The Independent Study should not be used for ongoing research towards a thesis, for which the CIS 999 designation should be used.
ESE 099 - INDEPENDENT STUDY
An opportunity for the student to become closely associated with a professor in (1) a research effort to develop research skills and technique and/or (2) to develop a program of independent in-depth study in a subject area in which the professor and student have a common interest. The challenge of the task undertaken must be consistent with the student's academic level. To register for this course, the student and professor jointly submit a detailed proposal to the undergraduate curriculum chairman no later than the end of the first week of the term.
MATH546 - ADVANCED PROBABILITY
The required background is (1) enough math background to understand proof techniques in real analysis (closed sets, uniform covergence, fourier series, etc.) and (2) some exposure to probability theory at an intuitive level (a course at the level of Ross's probability text or some exposure to probability in a statistics class). After a summary of the necessary results from measure theory, we will learn the probabist's lexicon (random variables, independence, etc.). We will then develop the necessary techniques (Borel Cantelli lemmas, estimates on sums of independent random variables and truncation techniques) to prove the classical laws of large numbers. Next come Fourier techniques and the Central Limit Theorem, followed by combinatorial techniques and the study of random walks.
MATH547 - STOCHASTIC PROCESSES
Markov chains, Markov processes, and their limit theory. Renewal theory. Martingales and optimal stopping. Stable laws and processes with independent increments. Brownian motion and the theory of weak convergence. Point processes.
STAT399 - INDEPENDENT STUDY
STAT430 - PROBABILITY
Discrete and continuous sample spaces and probability; random variables, distributions, independence; expectation and generating functions; Markov chains and recurrence theory.
STAT433 - STOCHASTIC PROCESSES
An introduction to Stochastic Processes. The primary focus is on Markov Chains, Martingales and Gaussian Processes. We will discuss many interesting applications from physics to economics. Topics may include: simulations of path functions, game theory and linear programming, stochastic optimization, Brownian Motion and Black-Scholes.
STAT510 - PROBABILITY
Elements of matrix algebra. Discrete and continuous random variables and their distributions. Moments and moment generating functions. Joint distributions. Functions and transformations of random variables. Law of large numbers and the central limit theorem. Point estimation: sufficiency, maximum likelihood, minimum variance. Confidence intervals.
STAT533 - STOCHASTIC PROCESSES
An introduction to Stochastic Processes. The primary focus is on Markov Chains, Martingales and Gaussian Processes. We will discuss many interesting applications from physics to economics. Topics may include: simulations of path functions, game theory and linear programming, stochastic optimization, Brownian Motion and Black-Scholes.
STAT899 - INDEPENDENT STUDY
STAT930 - PROBABILITY
Measure theory and foundations of Probability theory. Zero-one Laws. Probability inequalities. Weak and strong laws of large numbers. Central limit theorems and the use of characteristic functions. Rates of convergence. Introduction to Martingales and random walk.
STAT931 - STOCHASTIC PROCESSES
Markov chains, Markov processes, and their limit theory. Renewal theory. Martingales and optimal stopping. Stable laws and processes with independent increments. Brownian motion and the theory of weak convergence. Point processes.
STAT955 - STOCH CAL & FIN APPL
Selected topics in the theory of probability and stochastic processes.
STAT991 - SEM IN ADV APPL OF STAT
This seminar will be taken by doctoral candidates after the completion of most of their coursework. Topics vary from year to year and are chosen from advance probability, statistical inference, robust methods, and decision theory with principal emphasis on applications.
STAT995 - DISSERTATION
STAT999 - INDEPENDENT STUDY
