Introduction to Stochastic Processes I
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Course Description
Discrete and continuous time Markov chains, poisson processes, random walks, branching processes, first passage times, recurrence and transience, stationary distributions. Non-Statistics masters students may want to consider taking STATS 215 instead. Prerequisite: a post-calculus introductory probability course e.g. STATS 116
Grading Basis
ROP - Letter or Credit/No Credit
Min
3
Max
3
Course Repeatable for Degree Credit?
No
Course Component
Lecture
Enrollment Optional?
No
Does this course satisfy the University Language Requirement?
No
Programs
STATS217
is a
completion requirement
for:
- (from the following course set: )
- (from the following course set: )
- (from the following course set: )
- (from the following course set: )
- (from the following course set: )
- (from the following course set: )