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.
Antirequisite(s)
- Credit for Statistics 407 and either 507 or Mathematics 585 will not be allowed.
Sections