MATH 6380 - Stochastic Processes

Every other year. Markov processes in discrete and continuous time, renewal theory, martingales, Brownian motion, branching processes, and stationary processes. Applications include queuing theory, performance evaluation of computer and communication systems and finance. Prereq: MATH 3191, MATH 3200, and MATH 4810/5310. Semester Hours: 3 to 3