Undergraduate Course Directory

Course Search

To filter and search by keywords in course titles, see the Course Search.

Courses by Subject Area

Click on the links below for a list of courses in that subject area. You may then click “View Classes” to see scheduled classes for individual courses.

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: 20-SEP-19 05.20.20.002631 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 2019 Storrs In Person Vitale, Richard 001 Reg TuTh 2:00pm‑3:15pm
 AUST 313 41/40
Waitlist Spaces: 25