Mar 28, 2024  
2012-2013 Undergraduate Catalog 
    
2012-2013 Undergraduate Catalog [ARCHIVED CATALOG]

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MATH 413 - Introduction to Stochastic Processes


Description:
The Wiener Process, conditional probability and conditional expectation. Stationary and evolutionary processes. Various Poisson processes. Renewal counting processes. Discrete parameter Markov chains.

Prerequisites & Notes:
Prerequisite: MATH 411A with a grade of C or higher.

Credits: (5)



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