2017 - 2018 General Catalogue 
    
    Apr 20, 2024  
2017 - 2018 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:  .