MATH 413 - Introduction to Stochastic Processes (Put on reserve 9/16/2014.)

Description:
The Wiener Process, conditional probability and conditional expectation. Stationary and evolutionary processes. Various Poisson processes. Renewal counting processes. Discrete parameter Markov chains. Put on reserve 9/16/2014. Last taught in 2011. Will go inactive 8/24/2017.

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

Credits: (5)