MTHE 455 Stochastic Processes and Applications F 3-0-.5 3.5

A review of the basic tools of probability and definitions and illustrations of various concepts of applied stochastic processes. Topics include: Markov chains, Brownian motion and the following processes: Markov, Poisson, branching, birth and death, Polya, multi-dimensional, queuing, epidemic, diffusion, non-Markovian, renewal and random noise. (28/0/0/14/0) PREREQUISITES: MTHE 353 (STAT 353) or one of STAT 251, MTHE 351 (STAT 351), ELEC 326 with permission of the instructor





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