MTH 202, Introduction to Stochastic Processes

Note: If this course is being taught this semester, more information can be found at the course home page.

Cross Listed

(none)

Prerequisites

MTH 201 and MTH 165

This course is a prerequisite or co-requisite for

(none)

Description

This course deals with random systems which evolve in time. Examples of such processes are the stock market or the motion of an airplane under the random influence of the wind. The course will give the mathematical background for the study of such phenomena.

Topics covered

Theory and applications of random processes, including Markov chains, Poisson processes, birth-and-death processes, random walks.

MTH 201, MTH 203