Spring 2025 Courses

3170. Elementary Stochastic Processes

Also offered as: STAT 3965

3.00 credits

Prerequisites: STAT 3345Q or 3375Q or MATH 3160.

Grading Basis: Graded

Conditional distributions, discrete and continuous time Markov chains, limit theorems for Markov chains, random walks, Poisson processes, compound and marked Poisson processes, and Brownian motion. Selected applications from actuarial science, biology, engineering, or finance.


Last Refreshed: 18-NOV-24 05.20.09.662884 AM
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Term Class Number Campus Instruction Mode Instructor Section Schedule Location Enrollment
Spring 2025 6932 Storrs In Person Mostovyi, Oleksii 001 TuTh 2:00pm‑3:15pm
MONT 419 18/32
Spring 2025 6933 Storrs In Person Mostovyi, Oleksii 002 TuTh 3:30pm‑4:45pm
MONT 419 17/32