Nov 23, 2024  
2014-2015 Catalog 
    
Catalog Navigation
  Publication Home
  About Harvey Mudd College
  Introduction
  Student Life
  Admission & Financial Aid
  Academic Program
  HMC Common Core
  Department of Biology
  Department of Chemistry
  Department of Computer Science
  Department of Engineering
  Department of Humanities, Social Sciences, and the Arts
  Department of Mathematics
  Department of Physics
  Interdisciplinary Programs
  Other Programs
  Study Abroad
  Programs of Study
  Course Descriptions
  Academic Regulations
  General Regulations
  Faculty
  Senior Administration
  Academic Calendar 2014-2015
  Archived Catalogs
HELP
2014-2015 Catalog [ARCHIVED PUBLICATION] Use the dropdown above to select the current catalog.

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 )