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Soumik Pal
MATH 396
Seattle Campus

Probability III

Characteristic functions and generating functions; recurrent events and renewal theory; random walk. Prerequisite: 2.0 in MATH 395 or 2.0 in STAT 511. Offered: jointly with STAT 396; Sp.

Class description

Our primary focus in this course is to study stochastic processes. We start by understanding the fundamental concept of conditional probabilities and expectations. This allows us to introduce the basic stochastic processes: Markov chains and martingales. Equipped with such weapons, we analyze random walks, branching processes, poisson processes, and random graph models.

Textbook: Introduction to Probability Models by Sheldon M. Ross, 9th edition (2008).

Student learning goals

General method of instruction

Recommended preparation

Class assignments and grading

The information above is intended to be helpful in choosing courses. Because the instructor may further develop his/her plans for this course, its characteristics are subject to change without notice. In most cases, the official course syllabus will be distributed on the first day of class.

Last Update by Soumik Pal
Date: 04/01/2009