STAT 448 - Stochastic Processes

Credits: 3

This course is an introduction to the theory of stochastic processes aiming to provide the basic mathematical principles to create, analyze, and interpret stochastic models that appear in various applications. Topics include the theory and applications of discrete-time Markov chains, Poisson processes, renewal processes, continuous-time Markov processes, and Brownian motion.

Prerequisite(s): MATH 438

Term(s) Offered: Irregularly offered

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