STAT 3965 - Elementary Stochastic Processes

Institution:

University of Connecticut

Subject:

Description:

(235) (Also offered as MATH 3170.) Either semester. Three credits. Prerequisite: STAT 3025 or 3345 or 3375 or MATH 3160 Not open for credit to students who have passed MATH 3170. Conditional distributions, discrete and continuous time Markov chains, limit theorems for Markov chains, random walks, Poisson processes, compound and marked Poisson processes, and Brownian motion. Selected applications from actuarial science, biology, engineering, or finance.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.uconn.edu

Phone Number:

(860) 486-2000

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Semester

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