2009-2010 University Catalog 
  
2009-2010 University Catalog

MATH 382 - Introduction to Stochastic Processes

Credits: 3
General notion of stochastic processes, finite and infinite Markov chains, discrete and continuous Markov processes, stationary processes, random walk problems, birth and death processes, waiting line and serving problems, and Brownian motion.

Prerequisites
MATH 351.

Hours of Lecture or Seminar per week
3
Hours of Lab or Studio per week
0