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Undergraduate Course Directory STAT Courses STAT 3965

3965. Elementary Stochastic Processes

Also offered as: MATH 3170

3.00 credits

Prerequisites: STAT 3025 or 3345 or 3375 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: 18-JUN-21 05.20.21.076640 AM
To view current class enrollment click the refresh icon next to the enrollment numbers.
Term Campus Instruction Mode Instructor Section Session Schedule Location Enrollment Notes
Fall 2021 Storrs In Person Vitale, Richard 001 Reg TuTh 2:00pm‑3:15pm
 AUST 313 40/40
Waitlist Spaces: 36