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3170. Elementary Stochastic Processes
Also offered as: STAT 3965
3.00 credits
Prerequisites: STAT 3345Q or 3375Q or MATH 3160.
Grading Basis: Graded
Conditional distributions, discrete and continuous time Markov chains, limit theorems for Markov chains, random walks, Poisson processes, compound and marked Poisson processes, and Brownian motion. Selected applications from actuarial science, biology, engineering, or finance.
Last Refreshed: 29-MAR-24 05.20.11.748914 AM
Term | Campus | Instruction Mode | Instructor | Section | Session | Schedule | Location | Enrollment | Notes | |
---|---|---|---|---|---|---|---|---|---|---|
1243 6363 1 001 | Spring 2024 | Storrs | In Person | Teplyaev, Alexander | 001 | Reg | TuTh 2:00pm‑3:15pm |
MONT 321 | 23/32 | |
1243 6364 1 002 | Spring 2024 | Storrs | In Person | Teplyaev, Alexander | 002 | Reg | TuTh 12:30pm‑1:45pm |
MONT 319 | 29/32 |