Searching for Stochastic Processes : 2 results found | RSS Feed for this search

18.445 Introduction to Stochastic Processes (MIT) 18.445 Introduction to Stochastic Processes (MIT)

Description

This course is an introduction to Markov chains, random walks, martingales, and Galton-Watsom tree. The course requires basic knowledge in probability theory and linear algebra including conditional expectation and matrix. This course is an introduction to Markov chains, random walks, martingales, and Galton-Watsom tree. The course requires basic knowledge in probability theory and linear algebra including conditional expectation and matrix.

Subjects

probability | probability | Stochastic Processes | Stochastic Processes | Markov chains | Markov chains | random walks | random walks | martingales | martingales | Galton-Watsom tree | Galton-Watsom tree | linear algebra | linear algebra

License

Content within individual OCW courses is (c) by the individual authors unless otherwise noted. MIT OpenCourseWare materials are licensed by the Massachusetts Institute of Technology under a Creative Commons License (Attribution-NonCommercial-ShareAlike). For further information see http://ocw.mit.edu/terms/index.htm

Site sourced from

http://ocw.mit.edu/rss/all/mit-allcourses.xml

Attribution

Click to get HTML | Click to get attribution | Click to get URL

All metadata

See all metadata

18.445 Introduction to Stochastic Processes (MIT)

Description

This course is an introduction to Markov chains, random walks, martingales, and Galton-Watsom tree. The course requires basic knowledge in probability theory and linear algebra including conditional expectation and matrix.

Subjects

probability | Stochastic Processes | Markov chains | random walks | martingales | Galton-Watsom tree | linear algebra

License

Content within individual OCW courses is (c) by the individual authors unless otherwise noted. MIT OpenCourseWare materials are licensed by the Massachusetts Institute of Technology under a Creative Commons License (Attribution-NonCommercial-ShareAlike). For further information see https://ocw.mit.edu/terms/index.htm

Site sourced from

https://ocw.mit.edu/rss/all/mit-allcourses.xml

Attribution

Click to get HTML | Click to get attribution | Click to get URL

All metadata

See all metadata