AMATH 561 A: Introduction to Probability and Random Processes

Autumn 2022
Meeting:
MWF 11:30am - 12:20pm / MEB 103
SLN:
10236
Section Type:
Lecture
Joint Sections:
AMATH 561 B
Instructor:
APPLIED MATH STUDENTS HAVE PRIORITY REGISTRATION; OTHERS MUST WAIT UNTIL REGISTRATION PERIOD II.
Catalog Description:
Introduces concepts in probability and stochastic dynamics needed for mathematical modeling. In addition to the basics of probability, includes martingales, Markov chains, and Chapman-Kolmogorov equations. Introduces concepts in measure theory from an applied mathematics perspective. Emphasis on presenting theories with examples and a variety of computational methods. Prerequisite: either undergraduate coursework in partial differential equations; and undergraduate coursework in probability and statistics, or permission of instructor. Offered: A.
Credits:
5.0
Status:
Active
Last updated:
May 24, 2024 - 6:53 pm