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Nov 24, 2024
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2017-2018 Catalog [ARCHIVED PUBLICATION] Use the dropdown above to select the current catalog.
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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 )
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