MA 485 - Stochastic Processes

(3.00 cr.)

The fundamental concepts of random phenomena, including multivariate random variables; conditioning; the Poisson process; Markov chains; birth and death processes; queuing theory; random walks; Brownian motion. The course is valuable for students interested in mathematics, statistics, engineering, computer science, economics, business and finance.

Prerequisite: EC 220 or EG 381 or PY 292 or ST 210 or ST 265 or ST 381 ; MA 301 .
Sessions Typically Offered: Spring
Years Typically Offered: Odd Years

Interdisciplinary Studies: DS/IDS