STAT 433
Fall 2018 All Classes
Credit: 3 OR 4 hours.
A stochastic process is a random process that represents the evolution of some system over time. Topics may include discrete-time and continuous-time Markov chains, birth-and-death chains, branching chains, stationary distributions, random walks, Markov pure jump processes, birth-and-death processes, renewal processes, Poisson process, queues, second order processes, Brownian motion (Wiener process), and Ito's lemma.
3 undergraduate hours. 4 graduate hours. Prerequisite: STAT 400 required, STAT 410 preferred, and MATH 225 (or equivalent knowledge of Linear Algebra) highly recommended.
| CRN | Type | Section | Time | Day | Location | Instructor | Section Details | |
|---|---|---|---|---|---|---|---|---|
|
70910
|
Lecture-Discussion
|
1GR
|
2:00PM
-3:20PM
|
TR
|
166 Bevier Hall
|
Chatterjee, S
|
|
|
|
70911
|
Lecture-Discussion
|
1UG
|
2:00PM
-3:20PM
|
TR
|
166 Bevier Hall
|
Chatterjee, S
|
|