Stat 667 Introduction to Random ProcessesCredit Hours: 3
Prerequisites: Stat 571, 510 or 530 and one probability course.
Course Catalog Description:
This course is a treatment of random sequences and Markov processes. Discrete and continuous Markov processes; transition and rate matrices; Chapman-Kolmogrov systems; transient and limiting behavior; examples and illustrations; random walks; birth-and-death processes, etc..; stationary processes.