— Stochastic Processes

Prerequisites & course information

Course Description: Generating functions, branching processes, characteristic function; Markov chains; convergence of random variables, law of iterated logarithm; random processes, Brownian motion, stationary processes, renewal processes, queueing theory, martingales. Learning Activities: Lecture 3 hour(s), Discussion 1 hour(s). Enrollment Restriction(s): Pass One open to Applied Mathematics, Mathematics, Mathematics & Scientific Computation, Mathematical Analytics & Operations Research majors. Grade Mode: Letter. General Education: Science & Engineering (SE). Learning Activities: Lecture 3 hour(s), Discussion 1 hour(s). Enrollment Restriction(s): Pass One open to Applied Mathematics, Mathematics, Mathematics & Scientific Computation, Mathematical Analytics & Operations Research majors. Grade Mode: Letter. General Education: Science & Engineering (SE).