Description
Stochastic Processes
This course addresses topics such as finite-state Markov processes and Markov chains, classification of states, long-run behavior, continuous time processes, birth and death processes, random walks, and Brownian motion.
Details
Grading Basis
Graded
Units
3
Component
Lecture - Required
Offering
Course
MATH 406
Academic Group
College of Arts and Sciences
Academic Organization
Mathematical Sciences