California State University, Los Angeles 3 credits MATH
Characteristic functions. Modes of convergence. Law of large numbers. Martingale convergence theorem. Markov chains. Monte Carlo method. Poisson processes. Random walk. Gaussian processes. Brownian motion. Applications in related areas. Prerequisite: MATH 4740 with grade of C or better Needs Permission to Enroll: No Special Fee Applied: No This is not a sustainability-related course. [3]
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