Mathematics 606 - Stochastic Processes & Appl

Spring
2025
01
3.00
Luc Rey-Bellet

TU TH 11:30AM 12:45PM

UMass Amherst
48211
Lederle Grad Res Tower Rm 171
luc@math.umass.edu
This course is an introduction to stochastic processes. The course will cover Monte Carlo methods, Markov chains in discrete and continuous time, martingales, and Brownian motion. Theory and applications will each play a major role in the course. Applications will range widely and may include problems from population genetics, statistical physics, chemical reaction networks, and queueing systems, for example.

Open to Graduate students only. MATH 605 or STATISTC 607

Permission is required for interchange registration during the add/drop period only.
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