STATISTICS 632 - Introduction to Stochastic Processes

Institution:

University of Wisconsin-Madison

Subject:

Description:

I, II; 3 cr (N-A). Markov chains: classification, recurrence, transcience, limit theory. Renewal theory, Markov processes, birth-death processes. Applications to queueing, branching, and other models in science, engineering and business. Topics drawn from semi-Markov processes, martingales, Brownian motion. P: Math 431, or Stat 309 & 310, or Stat 311 & 312, or Stat 313 or 314.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.wisc.edu

Phone Number:

(608) 262-1234

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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