UCSD Catalog Entry for Math 285A-B
Taken from the
Mathematics section of the UCSD Catalog.
Math 285A-B. Stochastic Processes (4-4)
Elements of stochastic processes, Markov chains,
hidden Markov models, Poisson point processes,
renewal processes martingales, Brownian motion,
Gaussian processes, Kalman filter. Other topics to be
selected by instructor depending on interest of class. Prerequisite: Math. 180A ( or equivalent basic probablilty
course) or consent of instructor.
Back to the Math 285A Homepage.
March 17, 2006
