Courses / Statistics / 3 units / STATS 217: Introduction to Stochastic Processes
 

Introduction to Stochastic Processes

STATS 217
3 units
June 26 - August 19, 2017

Discrete and continuous time Markov chains, poisson processes, random walks, branching processes, first passage times, recurrence and transience, stationary distributions. Non-Statistics masters students may want to consider taking Stats 215 instead.

Prerequisite

STATS 116 (or equivalent) or consent of instructor.

Notes

  • Non-Statistics masters students may want to consider taking Stats 215 instead.
  • This course can be taken for 2 or 3 credits. The amount of workload is monitored by the instructor, and it will increase or decrease relative to the number of units undertaken. Students are expected to attend all class/discussion sessions and perform work in proportion to the number of units in which they have enrolled (students often take only the number of units they need to fulfill a degree requirement).

Syllabus

STATS 217 Syllabus 2012