Mar 29, 2024  
2020-2021 Undergraduate Catalog 
    
2020-2021 Undergraduate Catalog [ARCHIVED CATALOG]

MATH 4201 - Introduction to Stochastic Processes


3 F

P: MATH 3307  or equivalent or consent of instructor. Fundamental theory and models of stochastic processes. Expectations and independence, sums of independent random variables, Markov chains and their limiting behavior and applications, Poisson processes, birth and death processes; and Gaussian processes.