Course Number
625.722
Next Offered
Spring 2022
Primary Program
Applied and Computational Mathematics
Location
Online
Mode of Study
Face to Face, Virtual Live

This course is an introduction to theory and applications of stochastic processes. The course starts with a brief review of conditional probability, conditional expectation, conditional variance, central limit theorems, and Poisson Process. The topics covered include Gaussian random vectors and processes, renewal processes, renewal reward process, discrete-time Markov chains, classification of states, birth-death process, reversible Markov chains, branching process, continuous-time Markov chains, limiting probabilities, Kolmogorov differential equations, approximation methods for transition probabilities, random walks, and martingales. This course is proof oriented.

Course Prerequisite(s)

Differential equations and EN.625.721 Probability and Stochastic Process I or equivalent.

Course Offering(s)

Waitlist Only

Probability and Stochastic Process II

625.722.8VL
01/26/2022 - 05/04/2022
Wed 4:30 p.m. - 7:10 p.m.
Notes: This course uses the Virtual Live format. All students participate online through live web-conferencing at the scheduled day and time. This is a live-online course in which students participate in live weekly lectures and discussions, and are able to interact extensively with the instructors. All classes are recorded for download and review.
Semester
Spring 2022
Mode of Study
Virtual Live
Location
Online
Cost
$4,755
Textbook
TBD
Waitlist Only

Probability and Stochastic Process II

625.722.8VL2
01/27/2022 - 05/05/2022
Thur 4:30 p.m. - 7:10 p.m.
Notes: This course uses the Virtual Live format. All students participate online through live web-conferencing at the scheduled day and time. This is a live-online course in which students participate in live weekly lectures and discussions, and are able to interact extensively with the instructors. All classes are recorded for download and review.
Semester
Spring 2022
Mode of Study
Virtual Live
Location
Online
Cost
$4,755
Textbook
TBD
Open

Probability and Stochastic Process II

625.722.8VL3
01/27/2022 - 05/05/2022
Thur 4:30 p.m. - 7:10 p.m.
Notes: This course uses the Virtual Live format. All students participate online through live web-conferencing at the scheduled day and time. This is a live-online course in which students participate in live weekly lectures and discussions, and are able to interact extensively with the instructors. All classes are recorded for download and review.
Semester
Spring 2022
Mode of Study
Virtual Live
Location
Online
Cost
$4,755
Textbook
TBD