STAT 533

Fall 2026 All Classes

All Classes

Advanced Stochastic Processes

Credit: 4 hours.

A nonmeasure theoretic introduction of stochastic processes. Students with suitable background in probability theory, real analysis and linear algebra are welcome to attend. Some classical topics will be included, such as discrete time Markov chains, continuous time Markov chains, Martingales, Renewal processes and Brownian motion. Students will learn some basic theory of stochastic processes, and their applications in several areas, including Queueing theory, Risk theory and Statistics. Students will also learn some probabilistic intuition and insights in thinking about problems, and some basic tools in the theoretical investigation of stochastic phenomenon and models.

Prerequisite: MATH 540, MATH 415 and MATH 461.

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STAT 533 class schedule data for fall 2026
	Status		CRN	Type	Section	Time	Day	Location	Instructor	Section Details
			75382	Lecture-Discussion	A1	2:00PM -3:20PM	TR	Location Pending	Dayanikli, G	Availability: Open (Restricted) Part of Term: 1 Date Range: 08/24/26-12/09/26 Section Info: For up-to-date information about statistics course registration, please see our registration update pages: go.illinois.edu/StatisticsRegistration Restriction(s): Restricted to Graduate - Urbana-Champaign.