MATH 310 - Random Processes and Applications spring

Institution:

Lehigh University

Subject:

Description:

Theory and applications of stochastic processes. Limit theorems, introduction to random walks, Markov chains, Poisson processes, birth and death processes, and Brownian motion. Applications to financial mathematics, biology, business and engineering. Prerequisites: MATH 309 or MATH 231.

Credits:

3.00 - 4.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.lehigh.edu

Phone Number:

(610) 758-3000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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