AMATH 561

Introduction to Probability and Random Processes

Prerequisites

Either undergraduate coursework in partial differential equations; and undergraduate coursework in probability and statistics, or permission of instructor.

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.

CEC Data

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