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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: 03-JUN-20 05.20.25.849496 AM
| Term | Campus | Instruction Mode | Instructor | Section | Session | Schedule | Location | Enrollment | Notes | |
|---|---|---|---|---|---|---|---|---|---|---|
| 1208 3553 1 001 | Fall 2020 | Storrs | In Person | Vitale, Richard | 001 | Reg | TuTh 2:00pm‑3:15pm |
AUST 313 | 40/40 Waitlist Spaces: 32 |