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AMATH 561 A: Introduction To Probability And Random Processes

Meeting Time: 
MWF 11:30am - 12:20pm
Location: 
CDH 139
SLN: 
10237
Joint Sections: 
AMATH 561 B
Instructor:
Ivana Bozic
Ivana Bozic
Catalog Description: 
This course, aimed at scientists and engineers without background in measure theory, introduces concepts in probability and stochastic dynamics needed for mathematical modeling. It includes, in addition to the basics of probability, Markov chain, Q-process, Chapman-Kolmogorov equations, and discrete-time martingales. Emphasis is on presenting theories with examples and variety of computational methods. Exposure to graduate level PDEs expected. Prerequisite: either undergraduate course in probability and statistics, or permission of instructor. Offered: A.
Credits: 
5.0
Status: 
Active
Last updated: 
September 23, 2019 - 2:33pm
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