Introduction to Stochastic Processes I

Course Description

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. 

Course Details

  • Grading Basis: Letter Grade or Credit/No Credit
  • Unit-Range Information: 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).
  • Intensive Studies: This course is offered as part of the Data Science Intensive and must be taken for 3 units. See the Intensive Studies page for more information on how to receive an official Document of Completion.

Prerequisites

STATS 116 or consent of instructor

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