STAT4382 - Stochastic Processes

STAT 4382 Stochastic Processes (3 semester credit hours) Stochastic models including discrete and continuous time Markov chains, random walks, Poisson processes, birth-and-death processes, finite-state Markov chains, renewal processes, queuing systems, Gaussian processes and related topics including Brownian motion and Brownian bridge processes. Prerequisite: STAT 4351 or equivalent. (3-0) S