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Instructor Class Description

Time Schedule:

Soumik Pal
STAT 491
Seattle Campus

Introduction to Stochastic Processes

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.

Class description

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.

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: 10/04/2009