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Course Descriptions

01:640:478 - Introduction to Stochastic Processes

  • Course Code: 01:640:478
  • Semester(s) Offered: Fall, Spring, Summer
  • Credits: 3
  • Counts toward math major/minor?: Yes
  • Prerequisites: Math 250 and Calc III and Probability (Math 477 or Stat 381)

General Information (Catalog listing)

01:640:478 Markov chains for discrete-time models, Poisson processes, Markov chains for continuous-time models, queuing theory, renewal processes.

Prerequisites:

  • 01:640:250
  • Either 01:640:477, or both 01:640:251 and 01:960:381

Textbook

Textbook:  For current textbook please refer to our Master Textbook List page

Syllabus

The syllabus is available from the instructor.

Schedule of Sections

Previous Semesters

  • Spring 2008: Prof. Gundy
  • Spring 2008: Prof. Petrie
  • Spring 2007: Prof. Petrie