MATH.5840 Stochastic Process (Formerly 92.584)

Description

Markov chains and processes, random walks, stationary, independent increments, and Poisson processes. Ergodicity. Examples (e.g., diffusion, queuing theory, etc.).

Course prerequisites/corequisites are determined by the faculty and approved by the curriculum committees. Students are required to fulfill these requirements prior to enrollment. For courses offered through online or GPS delivery, students are responsible for confirming with the instructor or department that all enrollment requirements have been satisfied before registering.