STAT 6670 - Introduction to Random Processes


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.

Prerequisites/Corequisites: Prerequisite: STAT 5600 or equivalent.

Credits: 3 hours

Notes: Open to graduate students only.


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