Introduction to Stochastic Processes

Catalog description

(cross-leveled with STAT 4850 ). Study of random processes selected from: Markov chains, birth and death processes, random walks, Poisson processes, renewal theory, Brownian motion, Gaussian processes, white noise, spectral analysis, applications such as queuing theory, sequential tests. Credit Hour s : 3 Prerequisites: STAT 4750 or STAT 7750 or instructor's consent