MTH 4220 - Stochastic Processes

4(4 + 0)

Prerequisite: MTH 4210 with a grade of “C” or better, or Permission of instructor

This course is an introduction to random processes with applications in the sciences and engineering. It includes examples and properties of stochastic processes, specifically, it includes discrete and continuous Markov processes, the exponential distribution and Poisson process, and other processes including queuing theory.