STAT 482 - Random Processes

(3 units)

Prerequisites: MATH 247 and MATH 380.
Markov chain, Poisson process, nonhomogeneous, compound, and conditional Poisson processes, birth-and-death process, branching process, Brownian motion, geometric Brownian motion and its variations.

Letter grade only (A-F). (Lecture 3 hours) Not repeatable for credit.