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Class number:
2456
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Title: Stochastic Processes |
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Department: Mathematics |
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Career: Undergraduate |
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Component: Lecture |
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Session: Regular |
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Instructor's Permission Required: No |
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Grading Basis: Regular |
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Units: 1.00 |
| Enrollment limited to 19 |
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Current enrollment: 19 |
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Available seats: 0 |
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Start date: Tuesday, January 20, 2026 |
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End date: Friday, May 8, 2026 |
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Mode of Instruction: In Person |
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Schedule: MWF: 11:00AM-11:50AM, LSC - 137 |
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Instructor(s): Churchill, Victor |
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Prerequisite(s): Prerequisite: C- or better in Mathematics 132. |
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Distribution Requirement: Meets Numerical & Symbolic Reasoning Requirement |
Course Description:
An introduction to stochastic processes, including Markov chains, queueing
theory, and Monte Carlo simulations. Following the introduction of
conditional probability and expectation topics will include discrete Markov
chains, Poisson Processes, and continuous Markov chains. Limiting
behavior, stationary distributions, hitting times, and exit distributions will
emphasized throughout, along with applications and practical considerations
for Monte Carlo simulations. |