Markov chains. Limit distributions for ergodic and absorbing chains. Classification of states, irreducibility. The Poisson process and its generalizations. Continuous-time Markov chains. Brownian motion and stationary processes. Renewal theory.
This course may not be repeated for credit.
Prerequisite(s)
- Mathematics 321 or Statistics 321. Also known as: (formerly Statistics 407)
SyllabusSections
This course will be offered next in
Fall 2017.