Apr 25, 2024  
2018-2019 Graduate Bulletin 
    
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2018-2019 Graduate Bulletin [ARCHIVED CATALOG]

MATH 5260 - Stochastic Processes


Credit Hours 3
Cross Listed: STAT 5260  
Prerequisite: MATH 4240 or STAT 4240 (see undergraduate bulletin for description) or MATH 5240  or STAT 5240  
Description: An introduction to stochastic processes with their applications: Poisson and compound Poisson processes; discrete and continuous time Markov chains; renewal theory; random walks and Brownian motion.