MATH 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
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.