STAT509 APPLIED STOCHASTIC PROCESSES
| Course Code: |
2460509 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
8.0 |
| Department: |
Statistics |
| Language of Instruction: |
English |
| Level of Study: |
Graduate |
| Course Coordinator: |
|
| Offered Semester: |
Fall Semesters. |
Course Content
Markov chains, discrete and continuous Markov processes and associated limit theorems. Poison and birth and death processes. Renewal processes, martingales, Brownian motion, branching processes. Weakly and strongly stationary processes, spectral analysis. Gaussian systems.
