MATH 5110

Introduction to Stochastic Processes

New Add to Schedule

Course Description

Pre-Requisite(s): MATH 3100 and a knowledge of matrix algebra, or instructor permission

Topics in probability selected from Random walks, Markov processes, Brownian motion, Poisson processes, branching processes, stationary time series, linear filtering and prediction, queuing processes, and renewal theory.


  • Leonid Petrov

     Rating

    5.00

     Difficulty

    3.00

     GPA

    3.79

     Sections

    Last Taught

    Spring 2015

  • Rajinder Mavi

     Rating

    4.33

     Difficulty

    4.00

     GPA

    3.19

     Sections

    Last Taught

    Spring 2014

  • Hans Gromoll

     Rating

    3.50

     Difficulty

    3.50

     GPA

    3.40

     Sections

    Last Taught

    Fall 2014

  • Lawrence Thomas

     Rating

     Difficulty

     GPA

    3.16

     Sections

    Last Taught

    Spring 2012

  • Tai Melcher

     Rating

    3.89

     Difficulty

    3.67

     GPA

    3.20

     Sections

    Last Taught

    Fall 2011