Introduction to Stochastic Processes
CAS MA 583
Undergraduate Prerequisites: CASMA 581 or ENGEK 381 or ENGEK 500) or consent of instructor. - Basic concepts and techniques of stochastic process as they are most often used to construct models for a variety of problems of practical interest. Topics include Markov chains, Poisson process, birth and death processes, queuing theory, renewal processes, and reliability.


