Course: | STAT 31200 |
Title: | Introduction to Stochastic Processes 1 |
Instructor(s): | Per Mykland |
Teaching Assistant(s): | Ahmed Bou-Rabee |
Class Schedule: | Sec 01: MW 1:30 PM–2:50 PM in Jones 226 |
Office Hours: | |
Textbook(s): | Ross, Sheldon, Stochastic Processes (2nd edition) |
Description | This course introduces stochastic processes not requiring measure theory. Topics include branching processes, recurrent events, renewal theory, random walks, Markov chains, Poisson, and birth-and-death processes. Prerequisite(s): STAT 25100 and MATH 20500; STAT 30400 or consent of instructor |