University of Connecticut

Course Info


MATH 3170: Elementary Stochastic Processes

Description: A sequel to Math 3160(231). The course covers conditional probability and conditional expectation, Markov Chains in discrete time and continuous time, renewal theory, the Poisson process, and the Brownian Motion process.

Prerequisites: STAT 3025 or 3345 or 3375 or MATH 3160(231).

Offered: Spring

Credits: 3


Sections: Spring 2011 on Storrs Campus

PSCourseID Course Sec Comp Time Room Instructor
8922 3170 001 webpage Lecture TuTh 8:00:00 AM-9:15:00 AM MSB407 Bass, Richard