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MATH156 HM - Stochastic Processes

Credit(s): 3

Instructor(s): Benjamin, Martonosi, Staff (CMC)

Offered: Jointly; Fall, alternate years at HMC

Description: 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.

Prerequisite(s): MATH040 HM  and MATH157 HM