{"id":797,"date":"2023-06-25T18:06:01","date_gmt":"2023-06-26T01:06:01","guid":{"rendered":"https:\/\/dornsife.usc.edu\/sergey-lototsky\/?page_id=797"},"modified":"2023-11-16T11:32:40","modified_gmt":"2023-11-16T19:32:40","slug":"math-606-summer-2022","status":"publish","type":"page","link":"https:\/\/dornsife.usc.edu\/sergey-lototsky\/math-606-summer-2022\/","title":{"rendered":"Math 606: Topics in Stochastic Processes, Summer 2022"},"content":{"rendered":"\n\n \n \n\n\n\n\n\n\n\n
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Math 606, Summer 2022.
\nTopics in Stochastic Processes (054–39482R)
\nGaussian Processes
\n Class meetings: MW, 9:30am-12:30pm, VHE 210. <\/span><\/h3>\n

Information on this and related pages changes frequently.<\/h4>\n

Instructor: <\/strong> Sergey Lototsky. <\/a><\/h4>\n

Office:<\/strong> KAP 248D.
\n Phone:<\/strong> 213 740 2389
\n E-mail:<\/strong> lototsky usc edu.<\/h4>\n

URL:\u00a0https:\/\/dornsife.usc.edu\/sergey-lototsky\/<\/strong><\/p>\n

Office Hours:<\/strong> MW before and after the class. Appointments at other time are welcome.<\/p>\n

Course objective: <\/strong>To learn the foundations of the theory of Gaussian processes. More specifically, a Gaussian process X = X(t), t \u2208 [0, T], is a collection of random variables such that, for every finite set {t_1, . . . , t_n} \u2282 [0, T], the random vector (X(t_1), . . . ,X(t_n)) is Gaussian. Such a process has a number of remarkable properties. The story becomes even more interesting once we allow the domain of X to be an arbitrary set and allow X to take values in a locally convex linear topological space. In this class, we will use probabilistic and analytical tools to understand basic results in the theory of Gaussian processes. The topics will include<\/p>\n