Course: STAT 31200
Title: Introduction to Stochastic Processes I
Instructor: Wei Biao Wu
Class Schedule: Sec 1: MWF 9:30 AM–10:20 AM in TBA
Description: This course will introduce some of the major classes of stochastic processes: Poisson processes, renewal processes, Markov chains, continuous time Markov processes, random walks, martingales, and Brownian motion. A substantial part of the course will be devoted to the study of important examples. Students will be expected to have proficiency in elementary probability theory, basic real analysis (especially sequences and series), and matrix algebra. Some familiarity with the theory of Lebesgue measure and integration would be helpful.