Dec 04, 2024  
2019-2020 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 Policies
  General Policies
  Faculty
  Senior Administration
  Academic Calendar 2019-2020
  Archived Catalogs
HELP
2019-2020 Catalog [ARCHIVED PUBLICATION] Use the dropdown above to select the current catalog.

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  or MATH073 HM ) and MATH157 HM