MATH 570 - Introduction to Stochastic Processes

Institution:

California State University-San Marcos

Subject:

Description:

Elements of stochastic processes, discretetime and continuous-time Markov chains, random walks, branching processes, birth and death processes, and Poisson point processes. Applications to queues and stochastic networks, resource management, biology and physics. May include optimal stopping, hidden Markov models, renewal processes, martingales, Brownian motion and Gaussian processes. Prerequisite for undergraduates and enrollment requirement for graduate students: MATH 430 and 440.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.csusm.edu

Phone Number:

(760) 750-4000

Regional Accreditation:

Western Association of Schools and Colleges

Calendar System:

Semester

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