MA 5508 - Stochastic Models

A study of random variables, moment-generating and characteristic functions, limit theorems, stochastic processes including: Markov chains, random walks, Poisson processes, queuing theory, Kolmogorov equations, and Brownian motion.

Prerequisites & Notes
Taken MA-2233, a proof-based mathematics course, and some basic knowledge in probabilty.

Credits: 3 SH