Mathematics 339SP - Stochastic Processes

Spring
2019
01
4.00
Timothy Chumley
MWF 01:30PM-02:45PM
Mount Holyoke College
105951
Clapp Laboratory 407
tchumley@mtholyoke.edu
105951,105932
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.
Prereq: MATH-211 and MATH-342.
Permission is required for interchange registration during the add/drop period only.