Stochastic Processes

Semester: 
Spring
Year: 
2019
Subject Name: 
Mathematics
Course Number: 
339SP
Institution: 
Mount Holyoke College
A stochastic process is a collection of random variables. For example, the daily prices of a particular stock are a stochastic process. Topics of this course will include Markov chains, queueing theory, the Poisson process, and Brownian motion. In addition to theory, the course will investigate applications of stochastic processes, including models of call centers and models of stock prices. Simulations of stochastic processes will also be used to compare with the theory.
Comments: 
Prereq: MATH-211 and MATH-342.
Instructor Permission: 
Permission is required for interchange registration during the add/drop period only.
Crosslisted Section ID: 
105951,105932
https://wadv1.mtholyoke.edu/wadvg/mhc?TYPE=P&PID=ST-XWSTS12A
Schedule #: 
105951

Course Sections

Stochastic Processes
Sect # Credits Instructor(s) Instructor Email Meeting Times Location
01 4.0 Timothy Chumley tchumley@mtholyoke.edu MWF 01:30PM-02:45PM Clapp Laboratory 407