MATH 631 - Introduction to Stochastic Processes

Credit(s): 3

INTRO TO STOCHASTIC PROCESSES
Component: Lecture
Classical stochastic processes emphasizing Martingales and Markov chains in discrete and continuous time with examples from random walk, birth and death processes, branching processes and Markov chain Monte Carlo. Possible additional topics include renewal and Markov renewal processes; queues; basic notions of Brownian motion and second-order processes; Markov random fields; point processes.
Repeatable for Credit: N Allowed Units: 3 Multiple Term Enrollment: N Grading Basis: Student Option
PREREQ: MATH 630 or equivalent. RESTRICTIONS: Undergraduate students must have a B or better in six credits of MATH at the 400 level or 500 level, exclusive of MATH 518 and MATH 540.

Course Typically Offered: Spring