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MATH156 HM - Stochastic Processes

Credit(s): 3

Benjamin, Martonosi, Huber (CMC). This course is particularly well-suited for those wanting to see how probability theory can be applied to the study of random phenomena in fields such as engineering, management science, the physical and social sciences, and opera­tions research. Topics include conditional expectation, Markov chains, Poisson processes, and queuing theory. Additional applications chosen from such topics as reliability theory, Brownian motion, finance and asset pricing, inventory theory, dynamic programming, and simulation. (Jointly; Alternate Fall semester at HMC)

Prerequisite(s): MATH040 HM  and (MATH151 PO or MATH151 CM or MATH157 HM )