MATH 462/662 INTRODUCTION TO STOCHASTIC PROCESSES
Lecture+Lab: 3+0
Credit(s): 3
Discrete time stochastic processes: random walks, recurrent events, Markov chains, branching processes; continuous time process: linear and nonlinear birth-death processes and diffusions; renewal theory. (Formerly MATH 454/654; implemented Fall 2003.)
Prereq(s): MATH 461.