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Course Information

Stochastic Processes (MAT563 (GR24))

Term: Fall 2024 (GRAD)

Schedule

Thu, 4:30 PM - 7:30 PM (9/3/2024 - 12/11/2024) Location: MAIN (MHAL 126 - Classroom Lecture)

Description

This course is a nonmeasure theoretic introduction to stochastic processes. A strong probabilistic foundation will be used to analyze appropriate probability models in order to predict the effects of randomness on systems studied. Applications of probability theory to the study of phenomena in various fields including engineering, computer science, management science, the physical and social sciences, and operations research. (3 units; Fall even years)