Catalog Entries |
Fall 2024
May 17, 2024 |
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 | The pre-requisites listed in this catalog are those approved by the Curriculum Committee.
For pre-requisite information specific to an individual instance of a course, please see the schedule of classes. Click the Schedule Type to find available offerings of the course on the Schedule of Classes. |
| MATH 6762 - Stochastic Processes II |
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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 |
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