MATH 3400 - Introduction to Stochastic Processes

This course will explore the properties and behavior of discrete-time Markov chains and the Poisson process and its generalizations, with a study of applications for such processes. Advanced models and topics that will be covered include but are not limited to continuous-time Markov chains, renewal theory and queueing theory.

Prerequisite/Corequisite:
Prerequisite: Grade of C or above in MATH 3360 or approval of department head

Hours:
3