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MATH4086

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Intro to Stochastic Processes

MathematicsNo College Designated

Course Title

Intro to Stochastic Processes

Department

Credit Hrs

3

Grade Modes

Audit, Pass/Fail, Standard Letter

Course Description

Conditioning. The Poisson process. Theory of Markov chains, continuous time Markov and semi- Markov processes. Topics from renewal theory and Markov renewal theory. Queuing Theory. Applications in science and engineering.
Prerequisite

passed with grade C- or better

Complete ALL of the following Courses:
  • MATH2420
  • MATH3082