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: 24-SEP-25 05.20.12.557526 AM
Term | Class Number | Campus | Instruction Mode | Instructor | Section | Schedule | Location | Enrollment | |
---|---|---|---|---|---|---|---|---|---|
1263 7156 1 001 | Spring 2026 | 7156 | Storrs | In Person | Li, Zhongyang | 001 | MoWeFr 9:05am‑9:55am |
MONT 320 | 0/32 |
1263 7157 1 002 | Spring 2026 | 7157 | Storrs | In Person | Li, Zhongyang | 002 | MoWeFr 12:20pm‑1:10pm |
MONT 112 | 0/32 |