May 20, 2024  
2011-2012 Graduate Bulletin 
    
2011-2012 Graduate Bulletin [ARCHIVED CATALOG]

MATH 5260 - Stochastic Processes

3
Prerequisite: MATH 4240 or equivalent
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.