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MATH 865 Stochastic Processes I

MATH 865.  Stochastic Processes I.  3 Credits.     

Markov chains; Markov processes; diffusion processes; stationary processes. Emphasis is placed on applications: random walks; branching theory; Brownian motion; Poisson process; birth and death processes. Prerequisite: MATH 627 and MATH 765.

Doctor of Philosophy in Mathematics

The mission of the Graduate Program of the Department of Mathematics is to prepare students for leadership roles in meeting the mathematical needs of our society and to produce professional mathematicians for positions in universities, colleges, industry, governmental agencies, and research centers.