STAT 475 - Introduction to Stochastic Processes

Units: 3
Theory of stochastic models with applications to science and engineering. Poisson processes. Markov processes. Elementary birth-death processes, queues. Limit theorems. Computer simulation. Applications: e.g., reliability, epidemiology, Bayesian MCMC.

Prerequisites: STAT 320 or STAT 316.
Equivalent Quarter Course: STAT 4401.
Possible Instructional Methods: Entirely On-ground.
Grading: A-F or CR/NC (student choice)