Random walks, Markov chains, branching processes, Poisson process, point processes, birth and death processes, queuing theory, stationary processes. Prerequisite: either 2.0 in MATH 395 or STAT 395. Offered: jointly with MATH 491.
This is a rigorous introduction to the theory of stochastic processes. We will delve to some depth in the theory of discrete Markov chains, martingales, point processes, stationary processes, and Brownian motion.
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