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MATH 6762 - Stochastic Processes II |
Continuous time Markov chains. Uniformization, transient and limiting behavior. Brownian motion and martingales. Optional sampling and convergence. Modeling of inventories, finance, flows in manufacturing and computer networks. Crosslisted with ISYE 6762
3.000 Credit hours 3.000 Lecture hours Grade Basis: ALP Sch/Mathematics Department Restrictions: May not be enrolled in one of the following Levels: Undergraduate Semester Must be enrolled in one of the following Campuses: Georgia Tech-Atlanta * Prerequisites: Graduate Semester level MATH 6761 Minimum Grade of D or Graduate Semester level ISYE 6761 Minimum Grade of D |
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