Dec 27, 2024  
2014-2015 Graduate Bulletin 
    
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2014-2015 Graduate Bulletin [ARCHIVED CATALOG]

STAT 5260 - Stochastic Processes

3
Cross Listed: MATH 5260 
Prerequisite:
MATH 4240/5240  or STAT 4240/5240 

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.