991-隨機過程-22049

報名期間：從 即日起 到 無限期
上課期間：從 2010-09-06 到 2011-01-31

• diagonalization
• random walk
• monte carlo
• law of large numbers
• empirical process
• sample size for chebyshev and CLT
• find confidence interval for preference
• chernoff bound
• poisson process
• brownian motion
• normal appro to binomial density
• graph of normal vs binom
• distribution of a Poisson process
• invariance principle
• distribution of brownian motion
• introduction to ar model
• arrival times for a poisson process
• geometric brownian motion
• markov chain