Stochastic Processes

3 credits · Graduate

The theory and application of stochastic processes. Topics to be discussed include the Poisson process, renewal theory, discrete and continuous time Markov processes, and Brownian motion. Applications will be taken from the biological and physical sciences, and queuing theory. PREREQUISITES: STAT 3360.03 or instructor’s consent CROSSLISTED: STAT 4370.03 FORMATS: Lecture