Mar 04, 2021  
Graduate Record 2007-2008 
    
Graduate Record 2007-2008 [ARCHIVED RECORD]

MATH 511 - Stochastic Processes


Topics in probability selected from Random walks, Markov processes, Brownian motion, Poisson processes, branching processes, stationary time series, linear filtering and prediction, queuing processes, and renewal theory. (Y)

Prerequisites & Notes
Prerequisite: MATH 310 and a knowledge of matrix algebra, or instructor permission.

Credits: 3