Statistics

ST746 - Introduction To Stochastic Processes

• Prerequisites: MA 405 and MA(ST) 546 or ST 521
• Term & Frequency: yearly spring semester
• Student Audience: BMA, OR graduate students and an elective for ST majors
• Credit: 3 credits
• Recent Texts: An Introduction to Stochastic Modeling, Fourth Edition, by Marl Pinsky and Samuel Karlin, (2011); Stochastic Processes, Second Edition, by Sheldon Ross(1995)
• Recent Instructors: Charles E. Smith, Subhashis Ghoshal
• Background and Goals: This course is designed to prepare students to use stochastic models in a variety of application areas.
• Content: Markov chains and Markov processes, Poisson process, birth and death processes, queuing theory, renewal theory, stationary processes, Brownian motion.
• Alternatives: None
• Subsequent Courses: ST(MA) 747 Prob. and Stochastic Processes II and MA 748 Stochastic Differential Equations

SP 2013 Sections: