ST746 - Intro. to Stochastic Processes
- Prerequisites: MA 405 and MA(ST) 546 or ST 701
- Term & Frequency: Spring
- Student Audience: BMA, OR graduate students and an elective for ST majors
- Credit: 3 credits
- Recent Texts: An Introduction to Stochastic Modeling, Fourth Edition, by Marl Pinsky and Samuel Karlin, (2011); Stochastic Processes, Second Edition, by Sheldon Ross(1995)
- Recent Instructors: Charlie Smith, Subhashis Ghoshal
- Background and Goals: This course is designed to prepare students
to use stochastic models in a variety of application areas.
- Content: Markov chains and Markov processes, Poisson process, birth and death processes, queuing theory, renewal theory, stationary processes, Brownian motion.
- Alternatives: None
- Subsequent Courses: ST(MA) 747 Prob. and Stochastic Processes II and MA 748 Stochastic Differential Equations
FA 2017 Sections:
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