Applied Stochastic Processes

STA 621

An introduction to stochastic processes without measure theory. Topics selected from: Markov chains in discrete and continuous time, queuing theory, branching processes, martingales, Brownian motion, stochastic calculus. Prerequisite: Mathematics 230 or Mathematics 340 or equivalent. Instructor: Staff
Curriculum Codes
  • QS
Cross-Listed As
  • MATH 541
Typically Offered
Fall Only