MATH 560 Stochastic Processes (3)

Stochastic Processes are sequences of random variables indexed in either discrete or continuous time unit. They can be used to model systems that involve random elements as they evolve over time. In this course we will study Poisson processes, Markov chains, renewal processes, martingales, random walks, and Brownian motion.
Prerequisite(s): MATH 530 or equivalent
Course Frequency: Occasional
Cross-Listing: MATH 460