2014 - 2015 General Catalogue 
    
    Jul 26, 2024  
2014 - 2015 General Catalogue [ARCHIVED CATALOG]

MH 446. Stochastic Processes (3)


Introduction to the basic concepts and applications of stochastic processes. Markov chains, continuous-time Markov processes, Poisson and renewal processes, and Brownian motion. Applications of stochastic processes including queueing theory and probabilistic analysis of computational algorithms. Prerequisites:  .