( 3 credits) Stochastic Processes I
of stochastic processes, Markov chains in discrete and continuous
time, branching processes, renewal theory, Brownian motion.
Text: An Introduction to Stochastic Modeling, 3rd ed., Taylor & Karlin.
This course fulfills a Group II or III requirement for the MS degree, as well as serving as an elective for the Statistical Theory & Methods certificate.