Course Schedule and Catalog
Course Catalog - 2024-2025
STAT 552 - APPLIED STOCHASTIC PROCESSES
Long Title: APPLIED STOCHASTIC PROCESSES
Department: Statistics
Grade Mode: Standard Letter
Language of Instruction: Taught in English
Course Type: Lecture
Credit Hours: 3
Restrictions:
Must be enrolled in one of the following Level(s):
Graduate
Prerequisite(s): STAT 518 OR CMOR 500
Description: This course covers the theory of some of the most frequently used stochastic processes in application: Poisson and renewal processes, discrete-time and continuous-time Markov chains, martingales, Brownian motion and diffusion processes. Cross-list: CMOR 554.